+390.2%
HPE vs FFIV
+130.1%
+260.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +4.0% | +4.3% |
| 7D | +0.3% | -2.9% | +3.3% | +2.5% |
| 30D | -28.6% | -32.4% | +3.9% | -10.8% |
| 3M | -7.4% | -22.7% | +15.3% | +6.7% |
| 6M | +63.7% | -10.7% | +74.4% | +74.2% |
| YTD | +111.7% | +25.4% | +86.3% | +83.4% |
| 1Y | +123.5% | +34.2% | +89.3% | +86.0% |
| 3Y | +238.7% | +101.2% | +137.5% | +122.3% |
| 5Y | +261.0% | +42.0% | +219.1% | +179.9% |
| 10Y | +390.2% | +126.7% | +263.5% | +163.2% |
| All | +390.2% | +130.1% | +260.1% | +163.2% |
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