+635.0%
HLT vs FDS
+169.8%
+465.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | +1.6% |
| 7D | -2.6% | -16.0% | +13.4% | +2.8% |
| 30D | -2.6% | -6.7% | +4.1% | -0.8% |
| 3M | -9.4% | +6.0% | -15.4% | -12.5% |
| 6M | +2.7% | +25.1% | -22.4% | -7.8% |
| YTD | +6.8% | -8.1% | +14.9% | +6.6% |
| 1Y | +12.4% | -26.0% | +38.4% | +21.4% |
| 3Y | +100.2% | -36.4% | +136.6% | +127.6% |
| 5Y | +143.7% | -27.7% | +171.5% | +159.7% |
| 10Y | +584.9% | +66.1% | +518.7% | +379.0% |
| All | +635.0% | +169.8% | +465.2% | +323.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling