-7.5%
HDB vs FFIV
+95.4%
-102.9%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.1% | +0.6% |
| 7D | +2.7% | -0.5% | +3.3% | +2.8% |
| 30D | +14.1% | -32.4% | +46.5% | +15.7% |
| 3M | +11.8% | -25.7% | +37.5% | +12.7% |
| 6M | +8.2% | -13.5% | +21.7% | +7.7% |
| YTD | -29.3% | +21.1% | -50.4% | -31.3% |
| 1Y | -28.8% | +29.4% | -58.2% | -31.2% |
| 3Y | -7.5% | +94.9% | -102.4% | -20.7% |
| All | -7.5% | +95.4% | -102.9% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling