+93.9%
FTV vs HBM
+458.8%
-364.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.8% |
| 7D | -4.5% | -6.4% | +1.9% | -3.5% |
| 30D | -7.1% | +5.9% | -13.0% | -8.1% |
| 3M | -7.2% | -8.9% | +1.7% | -6.7% |
| 6M | -1.5% | +10.7% | -12.2% | -5.0% |
| YTD | +3.5% | +38.3% | -34.8% | -4.7% |
| 1Y | +20.3% | +121.3% | -101.0% | +1.4% |
| 3Y | -3.1% | +450.6% | -453.7% | -32.6% |
| 5Y | +2.3% | +338.0% | -335.6% | -29.4% |
| 10Y | +76.3% | +578.6% | -502.3% | -8.1% |
| All | +93.9% | +458.8% | -364.9% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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