-25.3%
HDB vs FFIV
+39.5%
-64.8%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +13.3% | -8.1% | +21.5% | +14.7% |
| 30D | +13.6% | -33.4% | +46.9% | +20.2% |
| 3M | +5.8% | -24.7% | +30.5% | +9.3% |
| 6M | -1.9% | -8.8% | +6.9% | -2.7% |
| YTD | -31.2% | +21.8% | -53.0% | -36.2% |
| 1Y | -29.6% | +25.3% | -54.9% | -35.1% |
| 3Y | -10.1% | +101.2% | -111.2% | -31.3% |
| All | -25.3% | +39.5% | -64.8% | -38.5% |
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 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