+61.3%
HDB vs FFIV
+132.4%
-71.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.2% | +0.4% | +2.2% |
| 7D | +13.7% | -2.1% | +15.8% | +14.2% |
| 30D | +15.8% | -33.8% | +49.6% | +26.0% |
| 3M | +9.2% | -20.6% | +29.8% | +13.2% |
| 6M | +3.2% | -10.2% | +13.4% | +3.3% |
| YTD | -29.4% | +24.5% | -53.8% | -35.6% |
| 1Y | -27.9% | +29.3% | -57.2% | -35.1% |
| 3Y | -5.9% | +103.8% | -109.7% | -28.8% |
| 5Y | -23.5% | +40.9% | -64.4% | -36.2% |
| 10Y | +61.3% | +126.6% | -65.3% | +8.1% |
| All | +61.3% | +132.4% | -71.1% | +8.1% |
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 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