+148.0%
HL vs FTV
+127.6%
+20.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -11.1% | +3.9% | -15.0% | -12.8% |
| 30D | -12.1% | +18.7% | -30.7% | -19.2% |
| 3M | -26.1% | +10.0% | -36.1% | -29.5% |
| 6M | -37.7% | +14.6% | -52.3% | -42.0% |
| YTD | -31.7% | +23.4% | -55.1% | -39.2% |
| 1Y | -11.6% | +31.3% | -42.9% | -23.8% |
| 3Y | +249.6% | +39.8% | +209.8% | +190.9% |
| 5Y | +108.5% | +17.7% | +90.8% | +84.8% |
| 10Y | +127.0% | +110.2% | +16.7% | +33.1% |
| All | +148.0% | +127.6% | +20.5% | +40.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling