+217.2%
HPQ vs FFIV
+238.2%
-21.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.9% |
| 7D | +3.5% | +1.6% | +1.9% | +2.6% |
| 30D | +13.7% | -3.7% | +17.4% | +15.5% |
| 3M | +33.9% | +2.0% | +31.9% | +30.9% |
| 6M | +80.9% | +39.3% | +41.7% | +48.4% |
| YTD | +52.6% | +56.1% | -3.5% | +16.4% |
| 1Y | +21.2% | +22.0% | -0.7% | +5.5% |
| 3Y | +26.9% | +148.2% | -121.3% | -27.9% |
| 5Y | +41.1% | +96.3% | -55.2% | -10.6% |
| All | +217.2% | +238.2% | -21.0% | +46.3% |
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