-3.4%
HAL vs SFM
+107.8%
-111.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -0.8% |
| 7D | +2.9% | -0.1% | +3.0% | +2.9% |
| 30D | +17.0% | -4.4% | +21.4% | +17.3% |
| 3M | -9.7% | +1.5% | -11.2% | -10.0% |
| 6M | +8.6% | +6.5% | +2.2% | +7.5% |
| YTD | +33.0% | +2.2% | +30.8% | +31.9% |
| 1Y | +68.3% | -41.9% | +110.2% | +76.6% |
| All | -3.4% | +107.8% | -111.1% | -5.2% |
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