+207.9%
HDB vs SFM
+132.6%
+75.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.6% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -2.8% | -4.4% | +1.6% | -2.5% |
| 3M | -3.5% | +1.5% | -5.1% | -3.8% |
| 6M | -24.7% | +6.5% | -31.2% | -25.4% |
| YTD | -36.6% | +2.2% | -38.7% | -37.0% |
| 1Y | -34.4% | -41.9% | +7.5% | -32.0% |
| 3Y | -24.4% | +106.8% | -131.1% | -30.0% |
| 5Y | -35.4% | +231.6% | -266.9% | -43.5% |
| 10Y | +39.5% | +258.4% | -218.9% | +16.4% |
| All | +207.9% | +132.6% | +75.4% | +172.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling