+33.7%
HDB vs SFM
+280.6%
-246.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.2% | -1.5% |
| 7D | -4.9% | -7.2% | +2.3% | -4.4% |
| 30D | -5.8% | -14.3% | +8.5% | -4.8% |
| 3M | -5.2% | -13.7% | +8.5% | -4.3% |
| 6M | -25.7% | -6.0% | -19.7% | -25.7% |
| YTD | -39.6% | -8.2% | -31.3% | -39.5% |
| 1Y | -36.9% | -46.2% | +9.3% | -34.3% |
| 3Y | -29.7% | +83.6% | -113.3% | -34.2% |
| 5Y | -37.8% | +212.7% | -250.5% | -45.2% |
| 10Y | +33.7% | +273.0% | -239.3% | +10.3% |
| All | +33.7% | +280.6% | -246.9% | +10.3% |
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 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