+133.6%
SFM vs HRB
+221.6%
-88.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.8% | +1.6% |
| 7D | +6.0% | -5.1% | +11.1% | +7.1% |
| 30D | -19.5% | +8.7% | -28.1% | -20.8% |
| 3M | -37.0% | -5.4% | -31.6% | -36.5% |
| 6M | -41.0% | +41.6% | -82.6% | -45.2% |
| YTD | -34.6% | +18.7% | -53.3% | -37.7% |
| 1Y | -36.3% | +16.4% | -52.7% | -39.0% |
| 3Y | +24.5% | +22.0% | +2.6% | +16.9% |
| 5Y | +115.9% | +141.2% | -25.3% | +76.5% |
| All | +133.6% | +221.6% | -88.0% | +74.3% |
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