+37.4%
HST vs SBAC
-0.2%
+37.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | -5.2% | +3.2% | -8.5% | -5.4% |
| 3M | -6.2% | -5.1% | -1.2% | -5.8% |
| 6M | +20.4% | -2.1% | +22.5% | +21.4% |
| YTD | +30.6% | -0.5% | +31.1% | +31.0% |
| 1Y | +37.4% | +1.1% | +36.2% | +38.1% |
| All | +37.4% | -0.2% | +37.5% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling