+102.9%
SFM vs HRB
+150.1%
-47.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.0% | +6.9% | +3.6% |
| 7D | -0.1% | -5.7% | +5.6% | +1.0% |
| 30D | -4.4% | +7.9% | -12.3% | -6.1% |
| 3M | +1.5% | +32.1% | -30.6% | -4.6% |
| 6M | +6.5% | +62.2% | -55.8% | -4.5% |
| YTD | +2.2% | +16.4% | -14.2% | -2.3% |
| 1Y | -41.9% | -0.3% | -41.6% | -42.8% |
| 3Y | +106.8% | +36.0% | +70.7% | +89.4% |
| 5Y | +231.6% | +125.2% | +106.4% | +170.3% |
| 10Y | +258.4% | +237.7% | +20.8% | +150.0% |
| All | +102.9% | +150.1% | -47.1% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling