-35.0%
SFM vs HRB
+16.9%
-51.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.4% | -0.7% | +3.0% |
| 7D | -12.3% | +16.0% | -28.3% | -14.2% |
| 30D | -16.2% | +32.1% | -48.3% | -19.7% |
| 3M | -36.8% | +21.5% | -58.3% | -38.6% |
| 6M | -32.6% | +82.1% | -114.7% | -39.0% |
| YTD | -31.7% | +31.6% | -63.3% | -35.6% |
| 1Y | -35.0% | +15.9% | -50.9% | -39.2% |
| All | -35.0% | +16.9% | -51.9% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 1y: compounded portfolio wealth divided by compounded HRB 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…
1y analysis · Full analysis span regression · 6 months rolling