+213.9%
HPQ vs SFM
+273.2%
-59.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.9% | +5.4% |
| 7D | +2.2% | -7.2% | +9.4% | +3.2% |
| 30D | +9.7% | -14.3% | +24.1% | +11.8% |
| 3M | +32.7% | -13.7% | +46.5% | +34.7% |
| 6M | +77.7% | -6.0% | +83.7% | +77.3% |
| YTD | +51.0% | -8.2% | +59.2% | +50.9% |
| 1Y | +18.4% | -46.2% | +64.6% | +26.9% |
| 3Y | +25.6% | +83.6% | -58.0% | +9.3% |
| 5Y | +38.6% | +212.7% | -174.1% | +9.4% |
| All | +213.9% | +273.2% | -59.3% | +133.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling