+272.7%
SFM vs HRB
+207.5%
+65.2%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.7% | -1.1% |
| 7D | -8.8% | -12.2% | +3.4% | -6.5% |
| 30D | -14.5% | -3.0% | -11.5% | -14.2% |
| 3M | -16.8% | +21.7% | -38.6% | -20.3% |
| 6M | -5.3% | +52.3% | -57.7% | -13.7% |
| YTD | -9.4% | +6.5% | -15.9% | -11.7% |
| 1Y | -46.2% | -6.7% | -39.5% | -46.3% |
| 3Y | +81.3% | +25.1% | +56.2% | +69.6% |
| 5Y | +211.9% | +113.8% | +98.1% | +160.3% |
| All | +272.7% | +207.5% | +65.2% | +170.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling