+249.2%
HPE vs SFM
+96.9%
+152.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -6.5% | +14.2% | +8.2% |
| 7D | +10.1% | -5.8% | +16.0% | +10.5% |
| 30D | +5.3% | -11.4% | +16.6% | +6.1% |
| 3M | +12.7% | -12.2% | +24.9% | +13.4% |
| 6M | +167.7% | -5.2% | +172.8% | +165.5% |
| YTD | +135.5% | -4.5% | +139.9% | +133.3% |
| 1Y | +143.4% | -45.4% | +188.8% | +166.0% |
| 3Y | +249.2% | +91.1% | +158.1% | +216.4% |
| All | +249.2% | +96.9% | +152.3% | +216.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling