+571.9%
HPE vs SFM
+128.9%
+443.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.1% | -3.9% |
| 7D | +7.9% | +6.0% | +1.8% | +7.1% |
| 30D | -23.5% | -19.5% | -4.0% | -21.9% |
| 3M | -19.1% | -37.0% | +18.0% | -15.0% |
| 6M | +51.4% | -41.0% | +92.4% | +59.6% |
| YTD | +103.4% | -34.6% | +138.1% | +109.7% |
| 1Y | +114.4% | -36.3% | +150.7% | +121.7% |
| 3Y | +224.7% | +24.5% | +200.1% | +196.2% |
| 5Y | +277.8% | +115.9% | +161.9% | +206.3% |
| 10Y | +371.1% | +139.5% | +231.6% | +260.7% |
| All | +571.9% | +128.9% | +443.0% | +412.7% |
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