+17.4%
HAL vs SFM
-37.1%
+54.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.2% |
| 7D | -7.9% | -10.2% | +2.3% | -8.3% |
| 30D | -2.1% | -23.9% | +21.8% | -2.7% |
| 3M | +0.4% | -42.3% | +42.7% | -0.5% |
| 6M | -19.2% | -40.1% | +20.9% | -20.0% |
| YTD | +14.4% | -37.8% | +52.1% | +13.4% |
| All | +17.4% | -37.1% | +54.5% | +16.4% |
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