+370.3%
HPE vs FFIV
+118.6%
+251.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.1% | -2.1% |
| 7D | +7.9% | -0.5% | +8.4% | +8.3% |
| 30D | -23.5% | -32.4% | +8.9% | -4.6% |
| 3M | -19.1% | -25.7% | +6.6% | -4.5% |
| 6M | +51.4% | -13.5% | +64.9% | +64.3% |
| YTD | +103.4% | +21.1% | +82.3% | +80.0% |
| 1Y | +114.4% | +29.4% | +85.0% | +82.4% |
| 3Y | +224.7% | +94.9% | +129.8% | +117.3% |
| 5Y | +277.8% | +34.7% | +243.0% | +202.6% |
| All | +370.3% | +118.6% | +251.7% | +158.4% |
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