+249.2%
HPE vs FFIV
+141.9%
+107.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.2% | +8.0% | +7.9% |
| 7D | +10.1% | -1.5% | +11.7% | +11.3% |
| 30D | +5.3% | -2.7% | +7.9% | +7.2% |
| 3M | +12.7% | -1.7% | +14.3% | +14.1% |
| 6M | +167.7% | +36.1% | +131.5% | +122.5% |
| YTD | +135.5% | +52.6% | +82.8% | +81.4% |
| 1Y | +143.4% | +21.5% | +121.9% | +116.3% |
| 3Y | +249.2% | +142.7% | +106.5% | +116.6% |
| All | +249.2% | +141.9% | +107.2% | +116.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling