+237.2%
HPE vs SFM
+25.7%
+211.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | +13.6% | -0.4% | +14.0% | +13.6% |
| 30D | -27.1% | -19.2% | -7.9% | -26.5% |
| 3M | -14.5% | -40.3% | +25.8% | -12.3% |
| 6M | +66.9% | -40.9% | +107.8% | +70.8% |
| YTD | +111.3% | -35.5% | +146.8% | +112.9% |
| 1Y | +117.5% | -37.4% | +154.9% | +120.1% |
| All | +237.2% | +25.7% | +211.6% | +220.1% |
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