+419.5%
HL vs FTI
+274.9%
+144.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.1% |
| 7D | +0.4% | -2.3% | +2.7% | +1.2% |
| 30D | +18.8% | +5.0% | +13.8% | +16.9% |
| 3M | +43.7% | +13.8% | +29.9% | +36.8% |
| 6M | -1.0% | +22.9% | -23.9% | -8.6% |
| YTD | +8.7% | +75.0% | -66.3% | -10.1% |
| 1Y | +105.0% | +96.9% | +8.1% | +63.3% |
| All | +419.5% | +274.9% | +144.5% | +214.6% |
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