+1,047.2%
HD vs FTI
+2,165.1%
-1,117.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -2.1% | +5.3% | -7.3% | -3.0% |
| 30D | -8.4% | +15.3% | -23.7% | -11.0% |
| 3M | +4.3% | +15.8% | -11.4% | +0.9% |
| 6M | -11.1% | +22.6% | -33.7% | -15.4% |
| YTD | -4.7% | +79.5% | -84.2% | -15.9% |
| 1Y | -19.8% | +102.0% | -121.8% | -31.2% |
| 3Y | +4.1% | +315.8% | -311.7% | -24.6% |
| 5Y | +10.3% | +1,129.5% | -1,119.2% | -39.4% |
| 10Y | +203.2% | +320.9% | -117.8% | +83.4% |
| All | +1,047.2% | +2,165.1% | -1,117.9% | +221.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling