+303.4%
FTI vs HDB
+34.4%
+269.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.3% | +0.2% |
| 7D | -2.3% | -4.9% | +2.5% | -0.4% |
| 30D | +5.0% | -5.8% | +10.9% | +7.4% |
| 3M | +13.8% | -5.2% | +19.0% | +14.9% |
| 6M | +22.9% | -25.7% | +48.6% | +35.9% |
| YTD | +75.0% | -39.6% | +114.6% | +110.3% |
| 1Y | +96.9% | -36.9% | +133.8% | +131.5% |
| 3Y | +276.7% | -29.7% | +306.5% | +310.0% |
| 5Y | +1,157.0% | -37.8% | +1,194.8% | +1,317.6% |
| All | +303.4% | +34.4% | +269.0% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 10y: compounded portfolio wealth divided by compounded HDB 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…
10y analysis · Full analysis span regression · 6 months rolling