+164.7%
HLT vs FE
+47.0%
+117.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.1% |
| 7D | +0.7% | +1.2% | -0.5% | +0.4% |
| 30D | +13.7% | +4.5% | +9.2% | +12.6% |
| 3M | +16.3% | +1.3% | +15.0% | +16.0% |
| 6M | +19.9% | +8.7% | +11.3% | +17.5% |
| YTD | +30.1% | +9.2% | +20.8% | +27.0% |
| 1Y | +38.5% | +7.0% | +31.5% | +35.8% |
| 3Y | +131.0% | +51.4% | +79.7% | +103.2% |
| All | +164.7% | +47.0% | +117.7% | +121.5% |
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