+114.4%
HPE vs FFIV
+28.7%
+85.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.1% | -1.9% |
| 7D | +7.9% | -0.5% | +8.4% | +8.4% |
| 30D | -23.5% | -32.4% | +8.9% | -3.3% |
| 3M | -19.1% | -25.7% | +6.6% | -4.9% |
| 6M | +51.4% | -13.5% | +64.9% | +63.4% |
| YTD | +103.4% | +21.1% | +82.3% | +82.0% |
| 1Y | +114.4% | +29.4% | +85.0% | +79.9% |
| All | +114.4% | +28.7% | +85.7% | +79.9% |
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