+1,660.5%
FFIV vs HBM
+613.3%
+1,047.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -1.0% | -6.4% | +5.4% | +0.1% |
| 30D | -5.1% | +5.9% | -11.0% | -6.2% |
| 3M | -4.5% | -8.9% | +4.5% | -3.8% |
| 6M | +36.5% | +10.7% | +25.8% | +31.6% |
| YTD | +53.0% | +38.3% | +14.7% | +41.0% |
| 1Y | +24.2% | +121.3% | -97.1% | +4.8% |
| 3Y | +137.2% | +450.6% | -313.4% | +65.1% |
| 5Y | +91.8% | +338.0% | -246.2% | +32.4% |
| 10Y | +215.2% | +578.6% | -363.4% | +70.3% |
| All | +1,660.5% | +613.3% | +1,047.1% | +623.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling