+805.8%
HL vs FFIV
+7,502.3%
-6,696.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.8% | -1.0% |
| 7D | +7.1% | -1.5% | +8.6% | +7.2% |
| 30D | +21.4% | -2.7% | +24.1% | +21.7% |
| 3M | +37.4% | -1.7% | +39.1% | +37.5% |
| 6M | +0.4% | +36.1% | -35.7% | -3.4% |
| YTD | +6.7% | +52.6% | -46.0% | +1.3% |
| 1Y | +102.4% | +21.5% | +80.8% | +96.8% |
| 3Y | +417.4% | +142.7% | +274.7% | +365.0% |
| 5Y | +243.3% | +92.6% | +150.8% | +215.5% |
| 10Y | +242.6% | +225.5% | +17.1% | +197.8% |
| All | +805.8% | +7,502.3% | -6,696.5% | +612.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling