+373.5%
HBM vs SFM
+117.5%
+256.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -6.5% | +12.2% | +6.9% |
| 7D | +7.4% | -5.8% | +13.2% | +8.4% |
| 30D | +5.1% | -11.4% | +16.4% | +7.1% |
| 3M | +11.1% | -12.2% | +23.3% | +13.0% |
| 6M | +30.2% | -5.2% | +35.4% | +29.2% |
| YTD | +46.2% | -4.5% | +50.7% | +44.2% |
| 1Y | +120.0% | -45.4% | +165.4% | +141.5% |
| 3Y | +527.4% | +91.1% | +436.3% | +415.3% |
| 5Y | +400.4% | +226.8% | +173.6% | +253.6% |
| 10Y | +621.5% | +291.9% | +329.6% | +334.0% |
| All | +373.5% | +117.5% | +256.1% | +234.5% |
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