+69.2%
HLT vs FBTC
+59.7%
+9.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -2.6% | -5.8% | +3.2% | -2.0% |
| 30D | -2.6% | +21.4% | -24.1% | -4.6% |
| 3M | -9.4% | +24.5% | -33.9% | -11.5% |
| 6M | +2.7% | +9.9% | -7.1% | +1.5% |
| YTD | +6.8% | -12.0% | +18.8% | +7.5% |
| 1Y | +12.4% | -32.3% | +44.7% | +16.4% |
| All | +69.2% | +59.7% | +9.5% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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