+257.9%
HD vs SFM
+146.8%
+111.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +1.9% | +2.8% |
| 7D | +3.6% | -10.2% | +13.8% | +5.2% |
| 30D | +21.6% | -23.9% | +45.4% | +25.5% |
| 3M | +0.1% | -42.3% | +42.4% | +7.4% |
| 6M | +13.0% | -40.1% | +53.1% | +20.2% |
| YTD | +4.9% | -37.8% | +42.7% | +10.3% |
| 1Y | -2.1% | -37.1% | +35.0% | +2.7% |
| 3Y | +32.6% | +21.5% | +11.0% | +21.1% |
| 5Y | +8.2% | +103.8% | -95.5% | -10.7% |
| 10Y | +257.9% | +142.0% | +115.9% | +182.4% |
| All | +257.9% | +146.8% | +111.1% | +182.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling