+636.8%
HLT vs SFM
+97.6%
+539.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.9% | +4.8% | +1.2% |
| 7D | -1.5% | -7.2% | +5.7% | -0.8% |
| 30D | -1.2% | -14.3% | +13.1% | +0.1% |
| 3M | -10.3% | -13.7% | +3.4% | -9.4% |
| 6M | +1.3% | -6.0% | +7.3% | +1.3% |
| YTD | +7.0% | -8.2% | +15.3% | +7.2% |
| 1Y | +11.9% | -46.2% | +58.1% | +17.1% |
| 3Y | +100.7% | +83.6% | +17.1% | +89.2% |
| 5Y | +147.5% | +212.7% | -65.2% | +121.7% |
| 10Y | +586.5% | +273.0% | +313.5% | +487.7% |
| All | +636.8% | +97.6% | +539.2% | +563.0% |
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