+54.0%
FTI vs HDB
-29.0%
+83.1%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.1% |
| 7D | +4.3% | +2.7% | +1.6% | +4.5% |
| 30D | -4.7% | +14.1% | -18.8% | -3.8% |
| 3M | -13.5% | +11.8% | -25.3% | -12.8% |
| 6M | -8.7% | +8.2% | -16.9% | -8.2% |
| YTD | +49.0% | -29.3% | +78.3% | +52.9% |
| 1Y | +54.0% | -28.8% | +82.8% | +56.8% |
| All | +54.0% | -29.0% | +83.1% | +56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling