+231.9%
HPQ vs FFIV
+6,144.1%
-5,912.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.7% |
| 7D | -3.2% | -2.9% | -0.3% | -2.6% |
| 30D | -3.0% | -32.4% | +29.4% | +5.2% |
| 3M | +0.6% | -22.7% | +23.3% | +5.6% |
| 6M | +36.6% | -10.7% | +47.3% | +38.6% |
| YTD | +35.0% | +25.4% | +9.6% | +26.7% |
| 1Y | +23.1% | +34.2% | -11.1% | +13.9% |
| 3Y | +18.6% | +101.2% | -82.6% | +0.2% |
| 5Y | +10.3% | +42.0% | -31.6% | +0.2% |
| 10Y | +157.1% | +126.7% | +30.3% | +111.5% |
| All | +231.9% | +6,144.1% | -5,912.2% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling