+2,165.4%
FTI vs HDB
+4,259.4%
-2,094.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +1.9% |
| 7D | +4.3% | +2.7% | +1.6% | +3.3% |
| 30D | -4.7% | +14.1% | -18.8% | -9.6% |
| 3M | -13.5% | +11.8% | -25.3% | -17.6% |
| 6M | -8.7% | +8.2% | -16.9% | -12.7% |
| YTD | +49.0% | -29.3% | +78.3% | +65.6% |
| 1Y | +54.0% | -28.8% | +82.8% | +70.6% |
| 3Y | +211.6% | -7.5% | +219.1% | +204.4% |
| 5Y | +881.9% | -23.1% | +904.9% | +904.9% |
| 10Y | +188.1% | +63.7% | +124.4% | +116.4% |
| All | +2,165.4% | +4,259.4% | -2,094.0% | +694.9% |
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 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