+133.9%
HL vs FTV
+21.5%
+112.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.1% | -1.4% | -2.1% |
| 7D | +1.5% | -4.6% | +6.1% | +3.1% |
| 30D | +25.1% | -7.2% | +32.2% | +28.2% |
| 3M | +22.9% | -7.3% | +30.2% | +26.1% |
| 6M | -4.9% | -1.6% | -3.3% | -5.0% |
| YTD | +7.8% | +3.3% | +4.5% | +6.0% |
| 1Y | +133.9% | +20.2% | +113.7% | +122.0% |
| All | +133.9% | +21.5% | +112.4% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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