+575.2%
HLT vs FE
+114.2%
+461.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | 0.0% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | -5.0% | -1.9% | -3.2% | -4.6% |
| 3M | -10.4% | -0.2% | -10.2% | -10.4% |
| 6M | +3.2% | -7.1% | +10.3% | +4.9% |
| YTD | +6.7% | +6.1% | +0.6% | +4.9% |
| 1Y | +10.3% | +10.1% | +0.2% | +7.4% |
| 3Y | +99.3% | +46.9% | +52.5% | +78.8% |
| 5Y | +143.7% | +50.0% | +93.7% | +116.0% |
| All | +575.2% | +114.2% | +461.0% | +506.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling