+72.5%
HAL vs SFM
-45.2%
+117.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.5% | +5.8% | -0.7% |
| 7D | +0.5% | -5.8% | +6.3% | +0.5% |
| 30D | +15.9% | -11.4% | +27.3% | +16.1% |
| 3M | -8.7% | -12.2% | +3.5% | -8.5% |
| 6M | +9.0% | -5.2% | +14.2% | +9.0% |
| YTD | +32.0% | -4.5% | +36.5% | +31.8% |
| 1Y | +72.5% | -45.4% | +117.8% | +80.8% |
| All | +72.5% | -45.2% | +117.7% | +80.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling