+133.9%
HL vs FFIV
+25.9%
+108.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | +1.5% | -1.0% | +2.4% | +1.6% |
| 30D | +25.1% | -5.1% | +30.1% | +26.3% |
| 3M | +22.9% | -4.5% | +27.4% | +24.0% |
| 6M | -4.9% | +36.5% | -41.4% | -10.4% |
| YTD | +7.8% | +53.0% | -45.1% | 0.0% |
| 1Y | +133.9% | +24.2% | +109.7% | +103.6% |
| All | +133.9% | +25.9% | +108.0% | +103.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling