+26.5%
FFIV vs HBM
+35.9%
-9.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -7.4% | +1.9% | -4.6% |
| 7D | -14.2% | -11.9% | -2.3% | -12.9% |
| 30D | -33.6% | -23.6% | -10.0% | -31.7% |
| 3M | -24.2% | -20.5% | -3.7% | -22.4% |
| 6M | -8.3% | -7.9% | -0.4% | -7.0% |
| YTD | +22.1% | +3.8% | +18.4% | +20.6% |
| 1Y | +26.5% | +31.7% | -5.2% | +23.0% |
| All | +26.5% | +35.9% | -9.4% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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