+521.6%
HLT vs FCUV
-95.7%
+617.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | 0.0% |
| 7D | -1.6% | -66.5% | +64.9% | -1.5% |
| 30D | -5.0% | +5.0% | -10.0% | -5.1% |
| 3M | -10.4% | +63.8% | -74.2% | -10.9% |
| 6M | +3.2% | -67.8% | +71.1% | +2.9% |
| YTD | +6.7% | -82.4% | +89.1% | +6.5% |
| 1Y | +10.3% | -94.7% | +105.0% | +10.1% |
| 3Y | +99.3% | -99.3% | +198.6% | +99.1% |
| 5Y | +143.7% | -99.9% | +243.5% | +143.7% |
| 10Y | +584.7% | -98.6% | +683.3% | +583.5% |
| All | +521.6% | -95.7% | +617.3% | +522.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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