+1,301.0%
HD vs FFIV
+7,518.9%
-6,217.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | -2.1% | -1.0% | -1.1% | -1.9% |
| 30D | -8.4% | -5.1% | -3.3% | -7.9% |
| 3M | +4.3% | -4.5% | +8.8% | +4.7% |
| 6M | -11.1% | +36.5% | -47.6% | -15.2% |
| YTD | -4.7% | +53.0% | -57.6% | -10.6% |
| 1Y | -19.8% | +24.2% | -44.0% | -22.9% |
| 3Y | +4.1% | +137.2% | -133.1% | -8.7% |
| 5Y | +10.3% | +91.8% | -81.5% | -0.9% |
| 10Y | +203.2% | +215.2% | -12.0% | +153.7% |
| All | +1,301.0% | +7,518.9% | -6,217.9% | +582.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling