+636.8%
HLT vs FFIV
+382.2%
+254.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.9% | -3.0% | -0.5% |
| 7D | -1.5% | +3.5% | -4.9% | -2.7% |
| 30D | -1.2% | -1.3% | +0.1% | -1.0% |
| 3M | -10.3% | +2.4% | -12.7% | -11.7% |
| 6M | +1.3% | +41.8% | -40.6% | -12.3% |
| YTD | +7.0% | +58.5% | -51.5% | -11.9% |
| 1Y | +11.9% | +24.3% | -12.5% | +0.5% |
| 3Y | +100.7% | +152.0% | -51.4% | +35.1% |
| 5Y | +147.5% | +99.1% | +48.4% | +78.0% |
| 10Y | +586.5% | +242.8% | +343.8% | +292.4% |
| All | +636.8% | +382.2% | +254.7% | +323.4% |
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