-80.9%
FIG vs HLT
+12.7%
-93.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.3% |
| 7D | -14.5% | -1.5% | -13.0% | -14.4% |
| 30D | -13.3% | -1.2% | -12.1% | -13.5% |
| 3M | +7.4% | -10.3% | +17.8% | +7.7% |
| 6M | -27.8% | +1.3% | -29.0% | -30.6% |
| YTD | -41.1% | +7.0% | -48.1% | -43.8% |
| 1Y | -58.7% | +11.9% | -70.6% | -61.6% |
| All | -80.9% | +12.7% | -93.7% | -82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling