+87.5%
HST vs SBAC
-6.5%
+94.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +3.6% | +0.6% | +2.9% | +3.5% |
| 30D | +11.2% | +5.5% | +5.7% | +10.6% |
| 3M | +13.1% | +3.1% | +10.0% | +12.7% |
| 6M | +23.9% | -7.0% | +30.9% | +24.8% |
| YTD | +52.3% | +0.5% | +51.8% | +51.7% |
| 1Y | +56.7% | +0.2% | +56.4% | +56.1% |
| 3Y | +87.5% | -7.4% | +94.9% | +89.5% |
| All | +87.5% | -6.5% | +94.1% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling