+248.6%
HD vs FTI
+189.4%
+59.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -1.9% | -0.2% |
| 7D | +1.5% | +4.3% | -2.8% | +0.9% |
| 30D | +18.0% | -4.7% | +22.7% | +18.5% |
| 3M | +2.8% | -13.5% | +16.3% | +4.5% |
| 6M | +17.0% | -8.7% | +25.7% | +17.6% |
| YTD | +3.5% | +49.0% | -45.5% | -3.5% |
| 1Y | -2.6% | +54.0% | -56.6% | -9.7% |
| 3Y | +30.7% | +211.6% | -180.9% | +7.1% |
| 5Y | +6.2% | +881.9% | -875.7% | -29.5% |
| All | +248.6% | +189.4% | +59.2% | +138.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling