+42.0%
FFIV vs HBM
+210.2%
-168.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -2.9% | -1.3% | -1.7% | -2.8% |
| 30D | -32.4% | -14.8% | -17.6% | -30.8% |
| 3M | -22.7% | -20.7% | -2.0% | -20.1% |
| 6M | -10.7% | -13.9% | +3.2% | -9.8% |
| YTD | +25.4% | +10.6% | +14.7% | +19.7% |
| 1Y | +34.2% | +32.4% | +1.8% | +23.9% |
| 3Y | +101.2% | +432.0% | -330.8% | +39.6% |
| 5Y | +42.0% | +205.5% | -163.5% | +4.7% |
| All | +42.0% | +210.2% | -168.2% | +4.7% |
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 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