+621.7%
HPE vs SFM
+257.8%
+363.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -4.9% |
| 7D | -0.6% | -0.1% | -0.5% | -0.6% |
| 30D | -2.3% | -4.4% | +2.1% | -1.8% |
| 3M | -2.9% | +1.5% | -4.4% | -3.6% |
| 6M | +143.6% | +6.5% | +137.1% | +138.0% |
| YTD | +118.5% | +2.2% | +116.3% | +114.6% |
| 1Y | +129.2% | -41.9% | +171.1% | +145.3% |
| 3Y | +212.5% | +106.8% | +105.8% | +168.7% |
| 5Y | +286.9% | +231.6% | +55.3% | +199.6% |
| 10Y | +432.3% | +258.4% | +173.9% | +289.3% |
| All | +621.7% | +257.8% | +363.9% | +424.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling