+362.8%
HPE vs SFM
+217.9%
+144.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -3.9% | +9.1% | +5.5% |
| 7D | +13.6% | -7.2% | +20.8% | +14.3% |
| 30D | +7.7% | -14.3% | +22.0% | +9.2% |
| 3M | +22.4% | -13.7% | +36.1% | +23.6% |
| 6M | +172.6% | -6.0% | +178.6% | +170.5% |
| YTD | +147.5% | -8.2% | +155.7% | +146.1% |
| 1Y | +151.8% | -46.2% | +198.0% | +171.1% |
| 3Y | +267.1% | +83.6% | +183.5% | +230.5% |
| 5Y | +362.8% | +212.7% | +150.1% | +280.2% |
| All | +362.8% | +217.9% | +144.9% | +280.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling