+217.2%
HPQ vs SFM
+268.6%
-51.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.2% |
| 7D | +3.5% | -8.8% | +12.3% | +4.7% |
| 30D | +13.7% | -14.5% | +28.1% | +15.9% |
| 3M | +33.9% | -16.8% | +50.7% | +36.5% |
| 6M | +80.9% | -5.3% | +86.3% | +80.2% |
| YTD | +52.6% | -9.4% | +61.9% | +52.7% |
| 1Y | +21.2% | -46.2% | +67.4% | +29.9% |
| 3Y | +26.9% | +81.3% | -54.4% | +10.7% |
| 5Y | +41.1% | +211.9% | -170.7% | +11.4% |
| All | +217.2% | +268.6% | -51.4% | +136.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling