-35.7%
HDB vs FFIV
+91.3%
-127.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | +0.4% | -1.0% | +1.4% | +0.6% |
| 30D | -2.8% | -5.1% | +2.3% | -2.1% |
| 3M | -3.5% | -4.5% | +0.9% | -3.1% |
| 6M | -24.7% | +36.5% | -61.2% | -29.8% |
| YTD | -36.6% | +53.0% | -89.5% | -42.5% |
| 1Y | -34.4% | +24.2% | -58.6% | -37.9% |
| 3Y | -24.4% | +137.2% | -161.6% | -42.1% |
| All | -35.7% | +91.3% | -127.0% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling