+40.9%
FFIV vs HBM
+217.3%
-176.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.0% | -6.8% | +0.8% |
| 7D | -2.1% | +5.0% | -7.1% | -2.9% |
| 30D | -33.8% | -12.7% | -21.0% | -32.4% |
| 3M | -20.6% | -17.4% | -3.2% | -18.5% |
| 6M | -10.2% | -8.9% | -1.4% | -10.2% |
| YTD | +24.5% | +14.9% | +9.6% | +18.2% |
| 1Y | +29.3% | +41.4% | -12.1% | +18.1% |
| 3Y | +103.8% | +462.1% | -358.3% | +40.3% |
| 5Y | +40.9% | +224.0% | -183.1% | +2.2% |
| All | +40.9% | +217.3% | -176.4% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling