+582.0%
HL vs SFM
+132.6%
+449.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.9% | -5.4% | -3.0% |
| 7D | +1.5% | -0.1% | +1.5% | +1.4% |
| 30D | +25.1% | -4.4% | +29.4% | +25.7% |
| 3M | +22.9% | +1.5% | +21.4% | +21.8% |
| 6M | -4.9% | +6.5% | -11.4% | -7.3% |
| YTD | +7.8% | +2.2% | +5.7% | +5.4% |
| 1Y | +133.9% | -41.9% | +175.8% | +152.2% |
| 3Y | +380.9% | +106.8% | +274.1% | +292.2% |
| 5Y | +230.2% | +231.6% | -1.4% | +138.9% |
| 10Y | +265.6% | +258.4% | +7.1% | +142.9% |
| All | +582.0% | +132.6% | +449.4% | +374.0% |
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