+40.7%
FFIV vs HBM
+215.2%
-174.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.5% | +0.5% |
| 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% | -19.9% |
| 6M | -10.4% | -12.2% | +1.9% | -9.8% |
| YTD | +24.3% | +10.7% | +13.6% | +18.7% |
| 1Y | +31.8% | +30.3% | +1.5% | +22.1% |
| 3Y | +99.5% | +432.2% | -332.7% | +38.5% |
| 5Y | +40.7% | +218.8% | -178.1% | +1.8% |
| All | +40.7% | +215.2% | -174.4% | +1.8% |
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