+238.2%
HL vs FTV
-3.0%
+241.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.3% | -1.7% | -2.7% |
| 7D | -5.6% | -5.2% | -0.4% | -2.7% |
| 30D | +12.7% | -11.5% | +24.3% | +20.7% |
| 3M | +42.5% | -9.0% | +51.6% | +49.7% |
| 6M | -9.0% | -2.0% | -7.0% | -9.0% |
| YTD | +4.4% | -0.9% | +5.3% | +2.9% |
| 1Y | +82.7% | +14.8% | +67.9% | +63.9% |
| 3Y | +406.3% | -5.5% | +411.8% | +404.1% |
| 5Y | +238.2% | -1.9% | +240.0% | +194.4% |
| All | +238.2% | -3.0% | +241.1% | +194.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling