+143.7%
HLT vs FE
+47.9%
+95.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.6% | -1.7% | -0.9% | -2.2% |
| 30D | -2.6% | -1.3% | -1.4% | -2.4% |
| 3M | -9.4% | +0.6% | -10.0% | -9.6% |
| 6M | +2.7% | -6.8% | +9.6% | +4.1% |
| YTD | +6.8% | +6.4% | +0.3% | +4.9% |
| 1Y | +12.4% | +11.3% | +1.1% | +9.3% |
| 3Y | +100.2% | +47.1% | +53.1% | +78.3% |
| 5Y | +143.7% | +50.4% | +93.3% | +116.9% |
| All | +143.7% | +47.9% | +95.8% | +116.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling