+212.7%
SFM vs HRB
+104.8%
+107.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.6% |
| 7D | -7.2% | -10.6% | +3.4% | -5.3% |
| 30D | -14.3% | -0.8% | -13.5% | -14.3% |
| 3M | -13.7% | +19.1% | -32.8% | -17.0% |
| 6M | -6.0% | +48.7% | -54.7% | -13.7% |
| YTD | -8.2% | +7.1% | -15.3% | -10.4% |
| 1Y | -46.2% | -8.3% | -37.9% | -46.0% |
| 3Y | +83.6% | +25.8% | +57.7% | +73.4% |
| 5Y | +212.7% | +111.1% | +101.6% | +174.5% |
| All | +212.7% | +104.8% | +107.9% | +174.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling