+20.0%
HPQ vs SFM
-46.3%
+66.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.9% | +5.2% |
| 7D | +2.2% | -7.2% | +9.4% | +2.8% |
| 30D | +9.7% | -14.3% | +24.1% | +10.9% |
| 3M | +32.7% | -13.7% | +46.5% | +33.5% |
| 6M | +77.7% | -6.0% | +83.7% | +75.6% |
| YTD | +51.0% | -8.2% | +59.2% | +49.2% |
| All | +20.0% | -46.3% | +66.3% | +33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling