+388.5%
HPE vs SFM
+137.0%
+251.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.4% |
| 7D | +13.6% | -0.4% | +14.0% | +13.6% |
| 30D | -27.1% | -19.2% | -7.9% | -25.7% |
| 3M | -14.5% | -40.3% | +25.8% | -9.6% |
| 6M | +66.9% | -40.9% | +107.8% | +75.6% |
| YTD | +111.3% | -35.5% | +146.8% | +117.9% |
| 1Y | +117.5% | -37.4% | +154.9% | +125.1% |
| 3Y | +238.1% | +25.5% | +212.6% | +207.8% |
| 5Y | +292.4% | +113.0% | +179.4% | +218.3% |
| All | +388.5% | +137.0% | +251.5% | +277.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling