+138.4%
HLT vs FDS
-29.0%
+167.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.3% |
| 7D | -1.6% | -14.0% | +12.4% | +1.7% |
| 30D | -5.0% | -6.2% | +1.2% | -3.9% |
| 3M | -10.4% | +10.2% | -20.6% | -13.4% |
| 6M | +3.2% | +27.4% | -24.2% | -5.7% |
| YTD | +6.7% | -9.3% | +16.0% | +9.2% |
| 1Y | +10.3% | -28.6% | +38.9% | +23.7% |
| 3Y | +99.3% | -36.8% | +136.2% | +132.4% |
| All | +138.4% | -29.0% | +167.5% | +191.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling