+33.8%
FFIV vs HBM
+194.0%
-160.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | -0.5% | +2.2% | -2.8% | -1.0% |
| 30D | -32.4% | -11.8% | -20.6% | -31.1% |
| 3M | -25.7% | -19.2% | -6.5% | -23.4% |
| 6M | -13.5% | -22.9% | +9.4% | -11.0% |
| YTD | +21.1% | +7.8% | +13.3% | +16.1% |
| 1Y | +29.4% | +34.9% | -5.5% | +19.2% |
| 3Y | +94.9% | +422.2% | -327.3% | +35.7% |
| All | +33.8% | +194.0% | -160.2% | 0.0% |
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