+883.2%
HRB vs SBAC
+2,222.3%
-1,339.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | -5.1% | +0.6% | -5.7% | -5.2% |
| 30D | +8.7% | +5.5% | +3.2% | +8.1% |
| 3M | -5.4% | +3.1% | -8.5% | -5.7% |
| 6M | +41.6% | -7.0% | +48.6% | +42.5% |
| YTD | +18.7% | +0.5% | +18.2% | +18.0% |
| 1Y | +16.4% | +0.2% | +16.2% | +15.8% |
| 3Y | +22.0% | -7.4% | +29.3% | +21.7% |
| 5Y | +141.2% | -39.7% | +180.9% | +150.1% |
| 10Y | +223.1% | +112.5% | +110.6% | +197.4% |
| All | +883.2% | +2,222.3% | -1,339.1% | +674.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SBAC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling