+165.4%
HLT vs FGI
-66.3%
+231.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.2% |
| 7D | +0.8% | +13.5% | -12.7% | +0.7% |
| 30D | +13.1% | +17.1% | -4.0% | +12.9% |
| 3M | +15.6% | +78.0% | -62.4% | +14.0% |
| 6M | +19.0% | +46.4% | -27.5% | +17.4% |
| YTD | +29.9% | +47.7% | -17.8% | +27.2% |
| 1Y | +35.9% | +56.8% | -20.9% | +32.3% |
| 3Y | +132.1% | +12.3% | +119.8% | +123.1% |
| All | +165.4% | -66.3% | +231.7% | +163.9% |
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