+540.2%
HPE vs FFIV
+239.4%
+300.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.9% | +1.3% | +2.8% |
| 7D | +13.6% | +3.5% | +10.2% | +11.4% |
| 30D | +7.7% | -1.3% | +9.0% | +8.6% |
| 3M | +22.4% | +2.4% | +20.0% | +20.8% |
| 6M | +172.6% | +41.8% | +130.8% | +123.5% |
| YTD | +147.5% | +58.5% | +89.0% | +89.4% |
| 1Y | +151.8% | +24.3% | +127.4% | +121.1% |
| 3Y | +267.1% | +152.0% | +115.0% | +114.6% |
| 5Y | +362.8% | +99.1% | +263.6% | +197.2% |
| 10Y | +540.2% | +242.8% | +297.4% | +192.4% |
| All | +540.2% | +239.4% | +300.7% | +192.4% |
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 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