+10.8%
HD vs SFM
+230.0%
-219.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -1.9% | +0.5% |
| 7D | -2.1% | -0.1% | -2.0% | -2.0% |
| 30D | -8.4% | -4.4% | -4.0% | -7.9% |
| 3M | +4.3% | +1.5% | +2.8% | +3.7% |
| 6M | -11.1% | +6.5% | -17.6% | -12.7% |
| YTD | -4.7% | +2.2% | -6.8% | -6.0% |
| 1Y | -19.8% | -41.9% | +22.1% | -13.7% |
| 3Y | +4.1% | +106.8% | -102.7% | -14.7% |
| All | +10.8% | +230.0% | -219.2% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling