+7.4%
HD vs FTI
+1,110.9%
-1,103.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.1% | -0.2% | -2.1% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -11.1% | +12.3% | -23.5% | -12.1% |
| 3M | +2.0% | +13.8% | -11.7% | +0.7% |
| 6M | -10.5% | +24.3% | -34.7% | -12.6% |
| YTD | -6.9% | +75.8% | -82.6% | -12.4% |
| 1Y | -23.2% | +99.6% | -122.8% | -28.8% |
| 3Y | +3.1% | +278.4% | -275.4% | -11.5% |
| 5Y | +7.4% | +1,168.7% | -1,161.3% | -18.8% |
| All | +7.4% | +1,110.9% | -1,103.5% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling