+16.4%
HPQ vs FFIV
+102.8%
-86.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +0.5% | -4.2% | +4.7% | +2.0% |
| 30D | -5.9% | -33.9% | +28.0% | +8.2% |
| 3M | -3.7% | -22.6% | +18.9% | +3.4% |
| 6M | +28.1% | -10.4% | +38.4% | +28.2% |
| YTD | +32.5% | +24.3% | +8.2% | +13.8% |
| 1Y | +18.1% | +31.8% | -13.7% | -1.3% |
| 3Y | +16.4% | +99.5% | -83.1% | -14.3% |
| All | +16.4% | +102.8% | -86.4% | -14.3% |
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 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