+37.3%
HPQ vs FFIV
+100.0%
-62.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +3.9% | +0.1% | +2.0% |
| 7D | +1.3% | +3.5% | -2.2% | -0.4% |
| 30D | +8.7% | -1.3% | +10.0% | +9.0% |
| 3M | +31.5% | +2.4% | +29.1% | +28.5% |
| 6M | +76.0% | +41.8% | +34.2% | +44.7% |
| YTD | +49.5% | +58.5% | -9.0% | +15.0% |
| 1Y | +17.3% | +24.3% | -7.1% | +2.1% |
| 3Y | +24.4% | +152.0% | -127.7% | -28.0% |
| 5Y | +37.3% | +99.1% | -61.8% | -14.0% |
| All | +37.3% | +100.0% | -62.7% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling