+449.4%
HST vs SBAC
+2,207.9%
-1,758.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.3% |
| 7D | -2.7% | +1.2% | -3.9% | -2.9% |
| 30D | +10.7% | +11.2% | -0.5% | +8.4% |
| 3M | +6.3% | +4.5% | +1.8% | +5.2% |
| 6M | +19.0% | -12.2% | +31.1% | +21.1% |
| YTD | +47.0% | -0.1% | +47.2% | +45.3% |
| 1Y | +53.4% | -0.3% | +53.7% | +51.6% |
| 3Y | +78.0% | -8.7% | +86.7% | +76.8% |
| 5Y | +71.7% | -40.2% | +111.8% | +82.6% |
| 10Y | +146.2% | +97.3% | +48.9% | +108.0% |
| All | +449.4% | +2,207.9% | -1,758.5% | +250.9% |
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