+254.2%
HD vs FFIV
+126.1%
+128.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | +4.3% | -8.1% | +12.5% | +6.9% |
| 30D | +20.2% | -33.4% | +53.6% | +34.4% |
| 3M | -1.0% | -24.7% | +23.7% | +5.8% |
| 6M | +7.9% | -8.8% | +16.8% | +7.2% |
| YTD | +2.0% | +21.8% | -19.8% | -9.9% |
| 1Y | -4.3% | +25.3% | -29.6% | -16.4% |
| 3Y | +25.9% | +101.2% | -75.2% | -12.3% |
| 5Y | +5.8% | +40.2% | -34.4% | -16.9% |
| All | +254.2% | +126.1% | +128.1% | +113.9% |
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