+25.9%
HD vs SFM
+18.5%
+7.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.4% |
| 7D | +4.3% | -1.2% | +5.5% | +4.5% |
| 30D | +20.2% | -24.8% | +45.0% | +22.9% |
| 3M | -1.0% | -43.7% | +42.7% | +4.0% |
| 6M | +7.9% | -37.3% | +45.2% | +11.9% |
| YTD | +2.0% | -38.4% | +40.4% | +5.6% |
| 1Y | -4.3% | -36.9% | +32.6% | -1.2% |
| 3Y | +25.9% | +20.7% | +5.3% | +17.4% |
| All | +25.9% | +18.5% | +7.4% | +17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling