+1,398.9%
HD vs FFIV
+5,965.2%
-4,566.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | +4.3% | -8.1% | +12.5% | +5.5% |
| 30D | +20.2% | -33.4% | +53.6% | +26.2% |
| 3M | -1.0% | -24.7% | +23.7% | +2.1% |
| 6M | +7.9% | -8.8% | +16.8% | +8.2% |
| YTD | +2.0% | +21.8% | -19.8% | -2.1% |
| 1Y | -4.3% | +25.3% | -29.6% | -8.5% |
| 3Y | +25.9% | +101.2% | -75.2% | +12.2% |
| 5Y | +5.8% | +40.2% | -34.4% | -1.5% |
| 10Y | +262.5% | +129.0% | +133.5% | +214.3% |
| All | +1,398.9% | +5,965.2% | -4,566.3% | +648.3% |
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