+12.6%
HD vs FFIV
-5.7%
+18.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +3.9% | -1.9% |
| 7D | +6.4% | -14.2% | +20.6% | +5.4% |
| 30D | +22.1% | -33.6% | +55.7% | +19.2% |
| 3M | -0.2% | -24.2% | +24.0% | -1.0% |
| 6M | +12.6% | -8.3% | +20.9% | +17.1% |
| All | +12.6% | -5.7% | +18.3% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling