+331.1%
HBM vs SFM
+212.1%
+119.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.2% | -6.3% | -7.4% |
| 7D | -3.7% | -8.8% | +5.0% | -2.8% |
| 30D | -3.7% | -14.5% | +10.8% | -2.0% |
| 3M | +8.0% | -16.8% | +24.8% | +9.9% |
| 6M | +15.8% | -5.3% | +21.1% | +14.8% |
| YTD | +34.4% | -9.4% | +43.7% | +33.7% |
| 1Y | +98.2% | -46.2% | +144.3% | +115.5% |
| 3Y | +476.6% | +81.3% | +395.3% | +391.1% |
| 5Y | +331.1% | +211.9% | +119.2% | +235.4% |
| All | +331.1% | +212.1% | +119.0% | +235.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling