+35.2%
HBAN vs FFIV
+100.0%
-64.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.9% | -4.6% | -2.2% |
| 7D | -1.5% | +3.5% | -4.9% | -2.8% |
| 30D | -5.5% | -1.3% | -4.2% | -5.3% |
| 3M | -0.2% | +2.4% | -2.6% | -1.9% |
| 6M | +5.2% | +41.8% | -36.7% | -10.3% |
| YTD | -2.3% | +58.5% | -60.8% | -21.2% |
| 1Y | -2.2% | +24.3% | -26.5% | -12.6% |
| 3Y | +73.8% | +152.0% | -78.2% | +12.1% |
| 5Y | +35.2% | +99.1% | -63.9% | -7.5% |
| All | +35.2% | +100.0% | -64.8% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling