+66.7%
HDB vs SFM
+140.2%
-73.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.9% | +0.4% |
| 7D | +2.7% | +6.0% | -3.3% | +2.3% |
| 30D | +14.1% | -19.5% | +33.6% | +15.5% |
| 3M | +11.8% | -37.0% | +48.8% | +15.1% |
| 6M | +8.2% | -41.0% | +49.2% | +11.6% |
| YTD | -29.3% | -34.6% | +5.3% | -27.8% |
| 1Y | -28.8% | -36.3% | +7.5% | -27.1% |
| 3Y | -7.5% | +24.5% | -32.0% | -11.3% |
| 5Y | -23.1% | +115.9% | -138.9% | -30.7% |
| All | +66.7% | +140.2% | -73.5% | +38.8% |
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