+1,072.7%
FTI vs HDB
-38.6%
+1,111.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.7% |
| 7D | -5.6% | -6.2% | +0.6% | -4.5% |
| 30D | +0.4% | -6.2% | +6.6% | +1.6% |
| 3M | +8.1% | -5.9% | +14.0% | +8.6% |
| 6M | +16.7% | -25.9% | +42.6% | +23.1% |
| YTD | +70.0% | -40.2% | +110.2% | +88.1% |
| 1Y | +85.4% | -38.0% | +123.4% | +103.0% |
| 3Y | +265.9% | -30.5% | +296.4% | +284.6% |
| 5Y | +1,072.7% | -38.1% | +1,110.9% | +1,198.9% |
| All | +1,072.7% | -38.6% | +1,111.4% | +1,198.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling