+208.5%
HD vs FFIV
+216.0%
-7.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.1% |
| 7D | -2.1% | -1.0% | -1.1% | -1.8% |
| 30D | -8.4% | -5.1% | -3.3% | -7.1% |
| 3M | +4.3% | -4.5% | +8.8% | +5.1% |
| 6M | -11.1% | +36.5% | -47.6% | -21.5% |
| YTD | -4.7% | +53.0% | -57.6% | -19.8% |
| 1Y | -19.8% | +24.2% | -44.0% | -27.8% |
| 3Y | +4.1% | +137.2% | -133.1% | -28.9% |
| 5Y | +10.3% | +91.8% | -81.5% | -20.1% |
| All | +208.5% | +216.0% | -7.5% | +74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling