+118.0%
HLT vs FGI
-66.8%
+184.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -1.6% | +12.1% | -13.7% | -1.7% |
| 30D | -5.0% | +75.7% | -80.7% | -6.3% |
| 3M | -10.4% | +31.7% | -42.1% | -11.3% |
| 6M | +3.2% | +111.5% | -108.2% | +0.6% |
| YTD | +6.7% | +45.8% | -39.0% | +4.6% |
| 1Y | +10.3% | +112.5% | -102.3% | +5.7% |
| 3Y | +99.3% | +8.5% | +90.9% | +91.9% |
| All | +118.0% | -66.8% | +184.8% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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