+25.9%
HD vs FTI
+191.5%
-165.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.1% | -5.0% | -2.0% |
| 7D | +4.3% | -7.6% | +12.0% | +4.8% |
| 30D | +20.2% | -7.1% | +27.3% | +20.5% |
| 3M | -1.0% | -8.7% | +7.7% | -0.7% |
| 6M | +7.9% | -14.0% | +21.9% | +8.7% |
| YTD | +2.0% | +42.8% | -40.9% | -4.2% |
| 1Y | -4.3% | +50.4% | -54.7% | -10.8% |
| 3Y | +25.9% | +194.1% | -168.2% | +4.1% |
| All | +25.9% | +191.5% | -165.5% | +4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling