+256.9%
HL vs FFIV
+249.4%
+7.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.3% | -4.5% | -2.5% |
| 7D | -4.4% | +5.4% | -9.8% | -6.4% |
| 30D | +9.3% | -2.7% | +12.0% | +10.1% |
| 3M | +32.0% | +4.5% | +27.4% | +28.7% |
| 6M | -6.4% | +42.2% | -48.6% | -20.2% |
| YTD | +3.1% | +61.3% | -58.2% | -16.8% |
| 1Y | +77.6% | +23.0% | +54.5% | +58.8% |
| 3Y | +392.8% | +156.3% | +236.6% | +213.5% |
| 5Y | +234.1% | +102.9% | +131.3% | +127.4% |
| All | +256.9% | +249.4% | +7.5% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling