+737.7%
FTI vs HBM
+613.3%
+124.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +5.3% | -6.4% | +11.6% | +7.3% |
| 30D | +15.3% | +5.9% | +9.4% | +12.8% |
| 3M | +15.8% | -8.9% | +24.7% | +16.8% |
| 6M | +22.6% | +10.7% | +11.9% | +13.9% |
| YTD | +79.5% | +38.3% | +41.3% | +53.4% |
| 1Y | +102.0% | +121.3% | -19.3% | +46.1% |
| 3Y | +315.8% | +450.6% | -134.8% | +110.2% |
| 5Y | +1,129.5% | +338.0% | +791.5% | +528.2% |
| 10Y | +320.9% | +578.6% | -257.7% | +53.8% |
| All | +737.7% | +613.3% | +124.3% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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