-58.5%
FIG vs HLT
+12.2%
-70.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | -3.8% | -1.6% | -2.2% | -3.7% |
| 30D | -2.3% | -5.0% | +2.7% | -2.3% |
| 3M | +20.0% | -10.4% | +30.4% | +20.4% |
| 6M | -16.7% | +3.2% | -19.9% | -21.1% |
| YTD | -37.9% | +6.7% | -44.7% | -41.2% |
| 1Y | -58.5% | +10.3% | -68.8% | -58.4% |
| All | -58.5% | +12.2% | -70.7% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 1y: compounded portfolio wealth divided by compounded HLT 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…
1y analysis · Full analysis span regression · 6 months rolling