+19.6%
HPQ vs SFM
+27.3%
-7.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.5% |
| 7D | +3.2% | +6.0% | -2.9% | +2.6% |
| 30D | -3.6% | -19.5% | +15.8% | -2.0% |
| 3M | -5.3% | -37.0% | +31.7% | -1.9% |
| 6M | +41.1% | -41.0% | +82.2% | +46.6% |
| YTD | +36.9% | -34.6% | +71.5% | +39.8% |
| 1Y | +23.5% | -36.3% | +59.8% | +26.4% |
| 3Y | +19.6% | +24.5% | -5.0% | +12.3% |
| All | +19.6% | +27.3% | -7.8% | +12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling