+67.5%
HST vs SBAC
-8.8%
+76.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | -1.0% | -0.8% | -0.2% | -0.9% |
| 30D | -12.3% | +6.9% | -19.2% | -13.0% |
| 3M | -6.4% | -8.2% | +1.9% | -5.4% |
| 6M | +15.0% | -1.6% | +16.6% | +15.0% |
| YTD | +30.5% | -0.1% | +30.6% | +30.0% |
| 1Y | +35.7% | -0.5% | +36.1% | +35.1% |
| All | +67.5% | -8.8% | +76.4% | +67.2% |
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