+4,096.6%
HDB vs FFIV
+4,187.4%
-90.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | +13.3% | -8.1% | +21.5% | +15.2% |
| 30D | +13.6% | -33.4% | +46.9% | +22.4% |
| 3M | +5.8% | -24.7% | +30.5% | +10.8% |
| 6M | -1.9% | -8.8% | +6.9% | -1.6% |
| YTD | -31.2% | +21.8% | -53.0% | -35.5% |
| 1Y | -29.6% | +25.3% | -54.9% | -34.4% |
| 3Y | -10.1% | +101.2% | -111.2% | -25.9% |
| 5Y | -24.3% | +40.2% | -64.6% | -33.3% |
| 10Y | +59.3% | +129.0% | -69.7% | +23.2% |
| All | +4,096.6% | +4,187.4% | -90.8% | +1,802.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling