+2,629.7%
FTI vs HDB
+3,812.1%
-1,182.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +5.3% | +0.4% | +4.8% | +5.1% |
| 30D | +15.3% | -2.8% | +18.1% | +16.4% |
| 3M | +15.8% | -3.5% | +19.3% | +16.2% |
| 6M | +22.6% | -24.7% | +47.3% | +34.1% |
| YTD | +79.5% | -36.6% | +116.1% | +108.9% |
| 1Y | +102.0% | -34.4% | +136.4% | +131.4% |
| 3Y | +315.8% | -24.4% | +340.2% | +339.7% |
| 5Y | +1,129.5% | -35.4% | +1,164.9% | +1,250.9% |
| 10Y | +320.9% | +39.5% | +281.4% | +237.0% |
| All | +2,629.7% | +3,812.1% | -1,182.5% | +902.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling