-79.9%
FIG vs HLT
+12.4%
-92.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | 0.0% | +4.8% | +4.8% |
| 7D | -3.8% | -1.6% | -2.2% | -3.8% |
| 30D | -2.3% | -5.0% | +2.7% | -2.4% |
| 3M | +20.0% | -10.4% | +30.4% | +20.3% |
| 6M | -16.7% | +3.2% | -19.9% | -20.6% |
| YTD | -37.9% | +6.7% | -44.7% | -40.8% |
| 1Y | -58.5% | +10.3% | -68.8% | -61.3% |
| All | -79.9% | +12.4% | -92.3% | -81.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling