+7.4%
HAL vs SFM
+280.6%
-273.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.8% | +1.4% |
| 7D | -1.3% | -7.2% | +5.8% | -0.4% |
| 30D | +10.9% | -14.3% | +25.2% | +13.1% |
| 3M | -5.8% | -13.7% | +7.9% | -4.4% |
| 6M | +8.1% | -6.0% | +14.1% | +7.9% |
| YTD | +33.2% | -8.2% | +41.4% | +33.1% |
| 1Y | +74.2% | -46.2% | +120.4% | +87.9% |
| 3Y | -3.7% | +83.6% | -87.2% | -17.3% |
| 5Y | +111.9% | +212.7% | -100.8% | +59.6% |
| 10Y | +7.4% | +273.0% | -265.6% | -26.9% |
| All | +7.4% | +280.6% | -273.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling