-6.4%
HAL vs SFM
+27.3%
-33.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.3% | +1.8% | +3.1% |
| 7D | +6.1% | +6.0% | 0.0% | +5.8% |
| 30D | +2.9% | -19.5% | +22.4% | +3.7% |
| 3M | +3.3% | -37.0% | +40.4% | +5.6% |
| 6M | -16.9% | -41.0% | +24.1% | -14.8% |
| YTD | +21.2% | -34.6% | +55.8% | +22.9% |
| 1Y | +27.5% | -36.3% | +63.8% | +29.6% |
| 3Y | -6.4% | +24.5% | -31.0% | -3.3% |
| All | -6.4% | +27.3% | -33.8% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling