+75.8%
HBAN vs FFIV
+151.3%
-75.5%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -2.0% |
| 7D | -1.5% | +3.5% | -4.9% | -2.6% |
| 30D | -5.5% | -1.3% | -4.2% | -5.3% |
| 3M | -0.2% | +2.4% | -2.6% | -1.7% |
| 6M | +5.2% | +41.8% | -36.7% | -9.0% |
| YTD | -2.3% | +58.5% | -60.8% | -19.8% |
| 1Y | -2.2% | +24.3% | -26.5% | -11.1% |
| All | +75.8% | +151.3% | -75.5% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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