+249.6%
HL vs SFM
+27.3%
+222.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -1.9% |
| 7D | -11.1% | +6.0% | -17.2% | -11.3% |
| 30D | -12.1% | -19.5% | +7.4% | -11.6% |
| 3M | -26.1% | -37.0% | +10.9% | -25.2% |
| 6M | -37.7% | -41.0% | +3.3% | -36.9% |
| YTD | -31.7% | -34.6% | +2.9% | -31.4% |
| 1Y | -11.6% | -36.3% | +24.6% | -11.0% |
| 3Y | +249.6% | +24.5% | +225.1% | +227.4% |
| All | +249.6% | +27.3% | +222.3% | +227.4% |
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