+1,547.7%
HL vs FTI
+2,117.5%
-569.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.1% |
| 7D | +7.1% | -0.2% | +7.3% | +7.2% |
| 30D | +21.4% | +12.3% | +9.1% | +15.1% |
| 3M | +37.4% | +13.8% | +23.7% | +28.5% |
| 6M | +0.4% | +24.3% | -23.9% | -10.2% |
| YTD | +6.7% | +75.8% | -69.1% | -18.5% |
| 1Y | +102.4% | +99.6% | +2.7% | +45.4% |
| 3Y | +417.4% | +278.4% | +139.0% | +163.0% |
| 5Y | +243.3% | +1,168.7% | -925.4% | -9.8% |
| 10Y | +242.6% | +297.5% | -55.0% | +19.8% |
| All | +1,547.7% | +2,117.5% | -569.7% | +208.1% |
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