+25.0%
HL vs FTV
+37.8%
-12.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +2.3% | +10.9% | +12.2% |
| 7D | +0.2% | +6.6% | -6.4% | -2.2% |
| 30D | -12.1% | +19.1% | -31.2% | -17.7% |
| 3M | -2.8% | +13.1% | -15.9% | -7.4% |
| 6M | -14.9% | +14.0% | -28.9% | -19.3% |
| YTD | -22.0% | +24.2% | -46.2% | -28.8% |
| 1Y | +25.0% | +36.4% | -11.3% | +7.4% |
| All | +25.0% | +37.8% | -12.8% | +7.4% |
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