+152.6%
HPQ vs FFIV
+126.3%
+26.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.5% |
| 7D | -3.2% | -2.9% | -0.3% | -1.8% |
| 30D | -3.0% | -32.4% | +29.4% | +16.7% |
| 3M | +0.6% | -22.7% | +23.3% | +11.8% |
| 6M | +36.6% | -10.7% | +47.3% | +39.1% |
| YTD | +35.0% | +25.4% | +9.6% | +12.3% |
| 1Y | +23.1% | +34.2% | -11.1% | -1.5% |
| 3Y | +18.6% | +101.2% | -82.6% | -27.1% |
| 5Y | +10.3% | +42.0% | -31.6% | -19.0% |
| All | +152.6% | +126.3% | +26.3% | +31.8% |
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 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