+103.8%
FFIV vs HIG
+94.4%
+9.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +2.1% |
| 7D | -2.1% | -0.5% | -1.6% | -2.0% |
| 30D | -33.8% | +4.5% | -38.2% | -34.4% |
| 3M | -20.6% | -5.5% | -15.1% | -19.5% |
| 6M | -10.2% | +3.1% | -13.3% | -11.5% |
| YTD | +24.5% | -0.8% | +25.3% | +23.9% |
| 1Y | +29.3% | +6.1% | +23.2% | +25.4% |
| 3Y | +103.8% | +94.1% | +9.7% | +82.1% |
| All | +103.8% | +94.4% | +9.4% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling