+51.4%
HPE vs SFM
-40.5%
+91.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.1% | -3.4% |
| 7D | +7.9% | +6.0% | +1.8% | +9.2% |
| 30D | -23.5% | -19.5% | -4.0% | -26.2% |
| 3M | -19.1% | -37.0% | +18.0% | -27.6% |
| 6M | +51.4% | -41.0% | +92.4% | +26.4% |
| All | +51.4% | -40.5% | +91.9% | +26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling