+864.5%
HRB vs SBAC
+2,208.1%
-1,343.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.1% | -2.9% | -3.9% |
| 7D | -5.7% | -0.8% | -4.9% | -5.6% |
| 30D | +7.9% | +6.9% | +1.0% | +7.2% |
| 3M | +32.1% | -8.2% | +40.4% | +33.3% |
| 6M | +62.2% | -1.6% | +63.9% | +62.0% |
| YTD | +16.4% | -0.1% | +16.5% | +15.9% |
| 1Y | -0.3% | -0.5% | +0.2% | -0.7% |
| 3Y | +36.0% | -9.1% | +45.1% | +36.0% |
| 5Y | +125.2% | -43.8% | +169.0% | +135.1% |
| 10Y | +237.7% | +80.5% | +157.1% | +215.2% |
| All | +864.5% | +2,208.1% | -1,343.6% | +660.9% |
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