+315.0%
HPQ vs SFM
+132.6%
+182.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.6% | +1.8% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +14.4% | -4.4% | +18.8% | +15.0% |
| 3M | +25.6% | +1.5% | +24.1% | +24.6% |
| 6M | +75.0% | +6.5% | +68.6% | +71.7% |
| YTD | +50.7% | +2.2% | +48.5% | +48.5% |
| 1Y | +18.7% | -41.9% | +60.5% | +26.0% |
| 3Y | +21.5% | +106.8% | -85.2% | +4.4% |
| 5Y | +31.6% | +231.6% | -200.0% | +3.3% |
| 10Y | +216.1% | +258.4% | -42.4% | +135.6% |
| All | +315.0% | +132.6% | +182.5% | +222.9% |
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