+1,433.1%
HD vs FFIV
+6,144.1%
-4,711.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | -1.2% | -2.9% | +1.8% | -0.8% |
| 30D | +20.9% | -32.4% | +53.3% | +26.7% |
| 3M | -0.2% | -22.7% | +22.5% | +2.6% |
| 6M | +14.5% | -10.7% | +25.2% | +15.1% |
| YTD | +4.3% | +25.4% | -21.1% | -0.2% |
| 1Y | -3.5% | +34.2% | -37.6% | -8.5% |
| 3Y | +30.1% | +101.2% | -71.1% | +16.0% |
| 5Y | +8.5% | +42.0% | -33.5% | +0.8% |
| 10Y | +245.3% | +126.7% | +118.6% | +199.5% |
| All | +1,433.1% | +6,144.1% | -4,711.0% | +662.5% |
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