+249.3%
HL vs FFIV
+100.0%
+149.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -1.9% | +0.3% |
| 7D | +0.4% | +3.5% | -3.1% | -1.0% |
| 30D | +18.8% | -1.3% | +20.1% | +19.1% |
| 3M | +43.7% | +2.4% | +41.3% | +41.4% |
| 6M | -1.0% | +41.8% | -42.9% | -15.9% |
| YTD | +8.7% | +58.5% | -49.8% | -12.4% |
| 1Y | +105.0% | +24.3% | +80.7% | +81.9% |
| 3Y | +427.3% | +152.0% | +275.2% | +219.1% |
| 5Y | +249.3% | +99.1% | +150.2% | +112.0% |
| All | +249.3% | +100.0% | +149.3% | +112.0% |
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