+156.1%
HPQ vs FFIV
+118.6%
+37.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.7% | +4.3% | +3.0% |
| 7D | +3.2% | -0.5% | +3.7% | +3.4% |
| 30D | -3.6% | -32.4% | +28.8% | +16.0% |
| 3M | -5.3% | -25.7% | +20.4% | +7.5% |
| 6M | +41.1% | -13.5% | +54.6% | +46.0% |
| YTD | +36.9% | +21.1% | +15.8% | +15.8% |
| 1Y | +23.5% | +29.4% | -5.9% | +0.7% |
| 3Y | +19.6% | +94.9% | -75.3% | -25.3% |
| 5Y | +11.4% | +34.7% | -23.3% | -15.9% |
| All | +156.1% | +118.6% | +37.5% | +35.9% |
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 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