-23.1%
HD vs FTI
+97.6%
-120.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.1% |
| 7D | -1.8% | -2.3% | +0.5% | -2.0% |
| 30D | -10.8% | +5.0% | -15.9% | -10.4% |
| 3M | -2.7% | +13.8% | -16.5% | -1.4% |
| 6M | -10.3% | +22.9% | -33.2% | -10.3% |
| YTD | -7.8% | +75.0% | -82.8% | -8.2% |
| 1Y | -23.1% | +96.9% | -120.0% | -22.9% |
| All | -23.1% | +97.6% | -120.7% | -22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling