+63.6%
HDB vs SFM
+138.5%
-74.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | +12.7% | -6.9% | +19.6% | +13.2% |
| 30D | +16.6% | -25.0% | +41.6% | +18.6% |
| 3M | +10.8% | -42.7% | +53.5% | +14.8% |
| 6M | +3.8% | -41.0% | +44.8% | +7.1% |
| YTD | -28.9% | -38.7% | +9.8% | -27.1% |
| 1Y | -28.0% | -38.1% | +10.2% | -26.2% |
| 3Y | -7.2% | +19.3% | -26.5% | -10.7% |
| 5Y | -22.2% | +103.1% | -125.4% | -29.6% |
| 10Y | +63.6% | +131.1% | -67.5% | +37.6% |
| All | +63.6% | +138.5% | -74.9% | +37.6% |
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