+496.1%
HD vs SFM
+40.3%
+455.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | -1.2% |
| 7D | +4.3% | -1.2% | +5.5% | +4.5% |
| 30D | +20.2% | -24.8% | +45.0% | +24.1% |
| 3M | -1.0% | -43.7% | +42.7% | +6.1% |
| 6M | +7.9% | -37.3% | +45.2% | +13.5% |
| YTD | +2.0% | -38.4% | +40.4% | +7.0% |
| 1Y | -4.3% | -36.9% | +32.6% | 0.0% |
| 3Y | +25.9% | +20.7% | +5.3% | +16.9% |
| 5Y | +5.8% | +103.5% | -97.7% | -10.2% |
| 10Y | +262.5% | +139.7% | +122.8% | +192.9% |
| All | +496.1% | +40.3% | +455.9% | +403.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling