+270.4%
HPQ vs FFIV
+7,518.9%
-7,248.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.3% |
| 7D | +6.9% | -1.0% | +7.9% | +7.1% |
| 30D | +14.4% | -5.1% | +19.5% | +15.5% |
| 3M | +25.6% | -4.5% | +30.1% | +26.4% |
| 6M | +75.0% | +36.5% | +38.6% | +62.7% |
| YTD | +50.7% | +53.0% | -2.3% | +36.2% |
| 1Y | +18.7% | +24.2% | -5.6% | +12.1% |
| 3Y | +21.5% | +137.2% | -115.7% | -0.5% |
| 5Y | +31.6% | +91.8% | -60.2% | +12.6% |
| 10Y | +216.1% | +215.2% | +0.9% | +144.1% |
| All | +270.4% | +7,518.9% | -7,248.5% | +24.7% |
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