+45.9%
HLT vs FDS
+31.1%
+14.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +3.4% |
| 7D | +7.7% | +9.4% | -1.7% | +7.6% |
| 30D | +19.1% | +23.8% | -4.7% | +19.0% |
| 3M | +20.7% | +25.1% | -4.4% | +20.7% |
| 6M | +21.0% | +53.8% | -32.8% | +20.9% |
| YTD | +31.3% | +19.6% | +11.7% | +37.6% |
| 1Y | +45.9% | +31.6% | +14.2% | +49.9% |
| All | +45.9% | +31.1% | +14.7% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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