+278.4%
FTI vs HDB
-27.8%
+306.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.9% |
| 7D | -0.2% | -2.0% | +1.9% | 0.0% |
| 30D | +12.3% | -4.9% | +17.2% | +12.7% |
| 3M | +13.8% | -2.3% | +16.1% | +13.3% |
| 6M | +24.3% | -23.7% | +48.0% | +27.2% |
| YTD | +75.8% | -38.5% | +114.2% | +84.5% |
| 1Y | +99.6% | -36.5% | +136.1% | +108.3% |
| 3Y | +278.4% | -28.5% | +306.9% | +276.3% |
| All | +278.4% | -27.8% | +306.2% | +276.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling