+249.6%
HL vs FFIV
+95.4%
+154.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.0% |
| 7D | -11.1% | -0.5% | -10.6% | -10.9% |
| 30D | -12.1% | -32.4% | +20.3% | -2.2% |
| 3M | -26.1% | -25.7% | -0.4% | -20.5% |
| 6M | -37.7% | -13.5% | -24.2% | -36.7% |
| YTD | -31.7% | +21.1% | -52.8% | -39.6% |
| 1Y | -11.6% | +29.4% | -41.1% | -23.7% |
| 3Y | +249.6% | +94.9% | +154.7% | +101.9% |
| All | +249.6% | +95.4% | +154.3% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling