+151.8%
HPE vs FFIV
+26.5%
+125.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.9% | +1.3% | +2.3% |
| 7D | +13.6% | +3.5% | +10.2% | +10.9% |
| 30D | +7.7% | -1.3% | +9.0% | +8.7% |
| 3M | +22.4% | +2.4% | +20.0% | +20.7% |
| 6M | +172.6% | +41.8% | +130.8% | +123.6% |
| YTD | +147.5% | +58.5% | +89.0% | +90.0% |
| 1Y | +151.8% | +24.3% | +127.4% | +131.8% |
| All | +151.8% | +26.5% | +125.3% | +131.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling