+126.9%
FFIV vs HBM
+301.8%
-174.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.5% | +0.4% |
| 7D | -4.2% | +2.4% | -6.6% | -4.6% |
| 30D | -33.9% | -16.0% | -17.9% | -32.1% |
| 3M | -22.6% | -21.3% | -1.3% | -20.0% |
| 6M | -10.4% | -12.2% | +1.9% | -9.8% |
| YTD | +24.3% | +10.7% | +13.6% | +19.1% |
| 1Y | +31.8% | +30.3% | +1.5% | +22.8% |
| 3Y | +99.5% | +432.2% | -332.7% | +43.5% |
| 5Y | +40.7% | +218.8% | -178.1% | +5.2% |
| 10Y | +126.9% | +281.4% | -154.5% | +40.4% |
| All | +126.9% | +301.8% | -174.9% | +40.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling