+32.4%
HDB vs FFIV
+238.2%
-205.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -6.2% | +1.6% | -7.8% | -6.6% |
| 30D | -6.2% | -3.7% | -2.5% | -5.6% |
| 3M | -5.9% | +2.0% | -7.8% | -6.9% |
| 6M | -25.9% | +39.3% | -65.2% | -32.6% |
| YTD | -40.2% | +56.1% | -96.3% | -47.5% |
| 1Y | -38.0% | +22.0% | -60.0% | -42.1% |
| 3Y | -30.5% | +148.2% | -178.7% | -48.8% |
| 5Y | -38.1% | +96.3% | -134.5% | -51.9% |
| All | +32.4% | +238.2% | -205.8% | -17.3% |
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 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