-10.1%
HDB vs SFM
+18.5%
-28.6%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.8% | +6.6% | +2.0% |
| 7D | +13.3% | -1.2% | +14.6% | +13.3% |
| 30D | +13.6% | -24.8% | +38.3% | +14.8% |
| 3M | +5.8% | -43.7% | +49.5% | +8.7% |
| 6M | -1.9% | -37.3% | +35.3% | -0.1% |
| YTD | -31.2% | -38.4% | +7.2% | -29.9% |
| 1Y | -29.6% | -36.9% | +7.4% | -28.4% |
| 3Y | -10.1% | +20.7% | -30.8% | -11.9% |
| All | -10.1% | +18.5% | -28.6% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling