+238.2%
HL vs SFM
+212.1%
+26.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.2% | -2.7% | -3.8% |
| 7D | -5.6% | -8.8% | +3.1% | -4.7% |
| 30D | +12.7% | -14.5% | +27.2% | +14.5% |
| 3M | +42.5% | -16.8% | +59.4% | +44.9% |
| 6M | -9.0% | -5.3% | -3.7% | -9.6% |
| YTD | +4.4% | -9.4% | +13.8% | +3.9% |
| 1Y | +82.7% | -46.2% | +128.8% | +99.3% |
| 3Y | +406.3% | +81.3% | +325.0% | +309.6% |
| 5Y | +238.2% | +211.9% | +26.3% | +155.1% |
| All | +238.2% | +212.1% | +26.0% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling