+621.7%
HPE vs FFIV
+229.5%
+392.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.4% | -4.1% | -4.2% |
| 7D | -0.6% | -1.0% | +0.4% | -0.1% |
| 30D | -2.3% | -5.1% | +2.8% | +0.7% |
| 3M | -2.9% | -4.5% | +1.6% | 0.0% |
| 6M | +143.6% | +36.5% | +107.1% | +104.4% |
| YTD | +118.5% | +53.0% | +65.6% | +71.0% |
| 1Y | +129.2% | +24.2% | +105.0% | +101.6% |
| 3Y | +212.5% | +137.2% | +75.3% | +89.6% |
| 5Y | +286.9% | +91.8% | +195.1% | +154.7% |
| 10Y | +432.3% | +215.2% | +217.2% | +147.1% |
| All | +621.7% | +229.5% | +392.3% | +205.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling