+4,202.7%
FFIV vs HIG
+293.8%
+3,908.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -2.9% | -0.7% | -2.3% | -2.8% |
| 30D | -32.4% | +5.4% | -37.8% | -33.1% |
| 3M | -22.7% | -0.9% | -21.8% | -22.6% |
| 6M | -10.7% | +4.8% | -15.5% | -11.8% |
| YTD | +25.4% | +0.9% | +24.5% | +24.5% |
| 1Y | +34.2% | +6.5% | +27.7% | +31.8% |
| 3Y | +101.2% | +95.7% | +5.5% | +73.7% |
| 5Y | +42.0% | +107.1% | -65.1% | +20.9% |
| 10Y | +126.7% | +262.6% | -135.9% | +67.1% |
| All | +4,202.7% | +293.8% | +3,908.8% | +4,793.2% |
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