+575.2%
HLT vs FFIV
+249.4%
+325.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -1.3% |
| 7D | -1.6% | +5.4% | -7.0% | -3.6% |
| 30D | -5.0% | -2.7% | -2.4% | -4.3% |
| 3M | -10.4% | +4.5% | -14.9% | -12.5% |
| 6M | +3.2% | +42.2% | -39.0% | -11.5% |
| YTD | +6.7% | +61.3% | -54.5% | -13.8% |
| 1Y | +10.3% | +23.0% | -12.8% | -1.0% |
| 3Y | +99.3% | +156.3% | -56.9% | +29.1% |
| 5Y | +143.7% | +102.9% | +40.8% | +69.1% |
| All | +575.2% | +249.4% | +325.9% | +280.5% |
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