+247.2%
HD vs SFM
+138.5%
+108.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +5.2% | -6.9% | +12.1% | +6.3% |
| 30D | +20.7% | -25.0% | +45.7% | +24.9% |
| 3M | +0.8% | -42.7% | +43.5% | +8.3% |
| 6M | +12.2% | -41.0% | +53.2% | +19.6% |
| YTD | +4.2% | -38.7% | +42.9% | +9.8% |
| 1Y | -2.6% | -38.1% | +35.6% | +2.4% |
| 3Y | +30.0% | +19.3% | +10.7% | +19.1% |
| 5Y | +8.1% | +103.1% | -95.0% | -10.7% |
| 10Y | +247.2% | +131.1% | +116.1% | +173.7% |
| All | +247.2% | +138.5% | +108.7% | +173.7% |
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 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