-28.0%
HDB vs SFM
-38.0%
+10.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.7% |
| 7D | +12.7% | -6.9% | +19.6% | +12.7% |
| 30D | +16.6% | -25.0% | +41.6% | +16.3% |
| 3M | +10.8% | -42.7% | +53.5% | +10.5% |
| 6M | +3.8% | -41.0% | +44.8% | +3.3% |
| YTD | -28.9% | -38.7% | +9.8% | -28.8% |
| 1Y | -28.0% | -38.1% | +10.2% | -27.7% |
| All | -28.0% | -38.0% | +10.0% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling