+124.8%
HL vs FFIV
+41.7%
+83.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.0% | -1.5% |
| 7D | -5.6% | -2.9% | -2.6% | -4.5% |
| 30D | -16.2% | -32.4% | +16.3% | -4.1% |
| 3M | -20.5% | -22.7% | +2.2% | -14.3% |
| 6M | -31.7% | -10.7% | -21.0% | -30.9% |
| YTD | -26.4% | +25.4% | -51.7% | -36.6% |
| 1Y | -4.3% | +34.2% | -38.5% | -20.0% |
| 3Y | +276.9% | +101.2% | +175.7% | +141.1% |
| All | +124.8% | +41.7% | +83.0% | +48.1% |
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