+595.2%
FTI vs HBM
+456.2%
+139.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.4% |
| 7D | +4.3% | +2.2% | +2.1% | +3.4% |
| 30D | -4.7% | -11.8% | +7.1% | -1.4% |
| 3M | -13.5% | -19.2% | +5.7% | -8.8% |
| 6M | -8.7% | -22.9% | +14.2% | -4.4% |
| YTD | +49.0% | +7.8% | +41.2% | +36.3% |
| 1Y | +54.0% | +34.9% | +19.1% | +30.7% |
| 3Y | +211.6% | +422.2% | -210.6% | +59.1% |
| 5Y | +881.9% | +192.8% | +689.0% | +464.8% |
| 10Y | +188.1% | +281.1% | -93.1% | +25.1% |
| All | +595.2% | +456.2% | +139.0% | +116.6% |
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