+5,150.0%
FFIV vs HIG
+297.2%
+4,852.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.2% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | -5.1% | -3.2% | -1.8% | -4.5% |
| 3M | -4.5% | +9.1% | -13.6% | -6.4% |
| 6M | +36.5% | -1.8% | +38.3% | +36.4% |
| YTD | +53.0% | +1.8% | +51.2% | +51.7% |
| 1Y | +24.2% | +4.6% | +19.6% | +22.6% |
| 3Y | +137.2% | +101.6% | +35.6% | +103.6% |
| 5Y | +91.8% | +124.5% | -32.7% | +60.8% |
| 10Y | +215.2% | +317.8% | -102.6% | +126.3% |
| All | +5,150.0% | +297.2% | +4,852.8% | +5,863.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling