+101.2%
FFIV vs HBM
+348.5%
-247.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -8.1% | -3.6% | -4.5% | -7.6% |
| 30D | -33.4% | -19.2% | -14.2% | -31.3% |
| 3M | -24.7% | -20.5% | -4.2% | -22.4% |
| 6M | -8.8% | -12.8% | +4.0% | -8.0% |
| YTD | +21.8% | +5.4% | +16.3% | +17.4% |
| 1Y | +25.3% | +33.0% | -7.7% | +15.8% |
| 3Y | +101.2% | +357.3% | -256.2% | +46.7% |
| All | +101.2% | +348.5% | -247.4% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling