+91.1%
SFM vs HRB
+28.7%
+62.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -6.5% | 0.0% | -5.2% |
| 7D | -5.8% | -9.1% | +3.2% | -4.1% |
| 30D | -11.4% | +0.3% | -11.6% | -11.6% |
| 3M | -12.2% | +23.4% | -35.6% | -16.5% |
| 6M | -5.2% | +45.1% | -50.3% | -13.2% |
| YTD | -4.5% | +8.9% | -13.3% | -6.4% |
| 1Y | -45.4% | -7.9% | -37.5% | -44.4% |
| 3Y | +91.1% | +27.9% | +63.2% | +72.6% |
| All | +91.1% | +28.7% | +62.4% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling