+90.0%
FTI vs HDB
-33.5%
+123.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.9% | -5.9% | +1.3% |
| 7D | -4.4% | +0.7% | -5.1% | -4.4% |
| 30D | +1.5% | +1.0% | +0.5% | +1.5% |
| 3M | +8.2% | -2.0% | +10.2% | +7.7% |
| 6M | +18.8% | -18.1% | +36.9% | +18.1% |
| YTD | +71.7% | -36.1% | +107.8% | +66.6% |
| 1Y | +90.0% | -34.0% | +124.1% | +83.1% |
| All | +90.0% | -33.5% | +123.6% | +83.1% |
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