+225.7%
HPQ vs FFIV
+6,091.4%
-5,865.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | +0.5% | -4.2% | +4.7% | +1.4% |
| 30D | -5.9% | -33.9% | +28.0% | +2.6% |
| 3M | -3.7% | -22.6% | +18.9% | +1.1% |
| 6M | +28.1% | -10.4% | +38.4% | +29.9% |
| YTD | +32.5% | +24.3% | +8.2% | +24.6% |
| 1Y | +18.1% | +31.8% | -13.7% | +9.7% |
| 3Y | +16.4% | +99.5% | -83.1% | -1.5% |
| 5Y | +8.9% | +40.7% | -31.9% | -1.0% |
| 10Y | +157.6% | +126.9% | +30.7% | +112.0% |
| All | +225.7% | +6,091.4% | -5,865.7% | +14.1% |
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