+205.0%
HD vs SFM
+293.3%
-88.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.4% |
| 7D | -1.2% | -5.8% | +4.6% | -0.3% |
| 30D | -11.1% | -11.4% | +0.2% | -9.7% |
| 3M | +2.0% | -12.2% | +14.2% | +3.6% |
| 6M | -10.5% | -5.2% | -5.3% | -10.5% |
| YTD | -6.9% | -4.5% | -2.4% | -7.2% |
| 1Y | -23.2% | -45.4% | +22.2% | -17.2% |
| 3Y | +3.1% | +91.1% | -88.0% | -11.1% |
| 5Y | +7.4% | +226.8% | -219.4% | -16.3% |
| 10Y | +205.0% | +291.9% | -86.9% | +121.3% |
| All | +205.0% | +293.3% | -88.3% | +121.3% |
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