+795.5%
HLT vs FE
+151.7%
+643.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 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% | +17.4% |
| YTD | +30.1% | +9.2% | +20.8% | +27.0% |
| 1Y | +38.5% | +7.0% | +31.5% | +35.9% |
| 3Y | +131.0% | +51.4% | +79.7% | +106.4% |
| 5Y | +163.7% | +47.7% | +116.0% | +135.5% |
| 10Y | +697.4% | +125.0% | +572.5% | +557.7% |
| All | +795.5% | +151.7% | +643.8% | +627.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling