+25.0%
HL vs FTI
+57.1%
-32.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -3.4% | +16.5% | +14.4% |
| 7D | +0.2% | -9.7% | +9.9% | +4.2% |
| 30D | -12.1% | -8.2% | -3.9% | -9.2% |
| 3M | -2.8% | -7.8% | +5.0% | +0.3% |
| 6M | -14.9% | -13.4% | -1.5% | -10.2% |
| YTD | -22.0% | +45.1% | -67.1% | -36.2% |
| 1Y | +25.0% | +54.6% | -29.6% | -1.2% |
| All | +25.0% | +57.1% | -32.1% | -1.2% |
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