+256.9%
HL vs FTI
+305.3%
-48.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.5% |
| 7D | -4.4% | -4.4% | 0.0% | -3.0% |
| 30D | +9.3% | +1.5% | +7.8% | +8.8% |
| 3M | +32.0% | +8.2% | +23.8% | +28.2% |
| 6M | -6.4% | +18.8% | -25.3% | -12.0% |
| YTD | +3.1% | +71.7% | -68.5% | -13.2% |
| 1Y | +77.6% | +90.0% | -12.5% | +44.4% |
| 3Y | +392.8% | +270.5% | +122.3% | +217.4% |
| 5Y | +234.1% | +1,084.5% | -850.4% | +44.1% |
| All | +256.9% | +305.3% | -48.4% | +58.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling