-12.5%
HAL vs SFM
+41.7%
-54.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | -7.9% | -10.2% | +2.3% | -6.5% |
| 30D | -2.1% | -23.9% | +21.8% | +1.0% |
| 3M | +0.4% | -42.3% | +42.7% | +7.7% |
| 6M | -19.2% | -40.1% | +20.9% | -14.3% |
| YTD | +14.4% | -37.8% | +52.1% | +19.9% |
| 1Y | +18.0% | -37.1% | +55.1% | +23.3% |
| 3Y | -9.7% | +21.5% | -31.2% | -18.8% |
| 5Y | +40.1% | +103.8% | -63.6% | +10.6% |
| 10Y | -19.1% | +142.0% | -161.1% | -41.8% |
| All | -12.5% | +41.7% | -54.2% | -30.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling