+242.8%
FFIV vs HBM
+625.8%
-383.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.5% | +3.9% |
| 7D | +3.5% | +5.5% | -2.1% | +2.6% |
| 30D | -1.3% | +3.3% | -4.6% | -2.0% |
| 3M | +2.4% | +12.7% | -10.3% | -0.2% |
| 6M | +41.8% | +28.2% | +13.6% | +34.1% |
| YTD | +58.5% | +45.3% | +13.2% | +46.0% |
| 1Y | +24.3% | +121.7% | -97.4% | +6.3% |
| 3Y | +152.0% | +523.5% | -371.5% | +76.9% |
| 5Y | +99.1% | +393.9% | -294.8% | +39.0% |
| 10Y | +242.8% | +647.9% | -405.1% | +86.9% |
| All | +242.8% | +625.8% | -383.1% | +86.9% |
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