+1,301.4%
FFIV vs HBM
+443.9%
+857.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | -8.1% | -3.6% | -4.5% | -7.6% |
| 30D | -33.4% | -19.2% | -14.2% | -31.0% |
| 3M | -24.7% | -20.5% | -4.2% | -22.1% |
| 6M | -8.8% | -12.8% | +4.0% | -8.1% |
| YTD | +21.8% | +5.4% | +16.3% | +17.2% |
| 1Y | +25.3% | +33.0% | -7.7% | +15.6% |
| 3Y | +101.2% | +357.3% | -256.2% | +44.4% |
| 5Y | +40.2% | +210.4% | -170.2% | +2.7% |
| 10Y | +129.0% | +387.1% | -258.1% | +31.0% |
| All | +1,301.4% | +443.9% | +857.5% | +501.5% |
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