+19.7%
HPQ vs FFIV
+141.9%
-122.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -0.5% | -1.5% | +1.1% | +0.1% |
| 30D | +3.7% | -2.7% | +6.4% | +4.4% |
| 3M | +24.3% | -1.7% | +26.0% | +23.9% |
| 6M | +64.8% | +36.1% | +28.6% | +42.2% |
| YTD | +43.9% | +52.6% | -8.7% | +17.2% |
| 1Y | +11.7% | +21.5% | -9.9% | +0.2% |
| 3Y | +19.7% | +142.7% | -123.0% | -16.3% |
| All | +19.7% | +141.9% | -122.3% | -16.3% |
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