+116.4%
HPE vs SFM
-35.8%
+152.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +3.6% | -9.3% | -5.0% |
| 7D | -17.0% | -12.3% | -4.7% | -17.5% |
| 30D | -26.7% | -16.2% | -10.5% | -27.7% |
| 3M | -4.1% | -36.8% | +32.6% | -9.0% |
| 6M | +75.4% | -32.6% | +108.0% | +67.5% |
| YTD | +111.0% | -31.7% | +142.7% | +106.3% |
| 1Y | +116.4% | -35.0% | +151.4% | +112.5% |
| All | +116.4% | -35.8% | +152.3% | +112.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling