+238.2%
HL vs FTI
+1,109.5%
-871.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.9% | -1.1% | -3.0% |
| 7D | -5.6% | -5.6% | 0.0% | -3.7% |
| 30D | +12.7% | +0.4% | +12.3% | +12.6% |
| 3M | +42.5% | +8.1% | +34.4% | +38.1% |
| 6M | -9.0% | +16.7% | -25.7% | -14.4% |
| YTD | +4.4% | +70.0% | -65.6% | -13.3% |
| 1Y | +82.7% | +85.4% | -2.8% | +47.1% |
| 3Y | +406.3% | +265.9% | +140.4% | +211.8% |
| 5Y | +238.2% | +1,072.7% | -834.6% | +29.5% |
| All | +238.2% | +1,109.5% | -871.3% | +29.5% |
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