+35.9%
HLT vs FGI
+51.2%
-15.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.3% | -1.1% |
| 7D | +0.8% | +13.5% | -12.7% | +0.8% |
| 30D | +13.1% | +17.1% | -4.0% | +13.1% |
| 3M | +15.6% | +78.0% | -62.4% | +15.6% |
| 6M | +19.0% | +46.4% | -27.5% | +18.9% |
| YTD | +29.9% | +47.7% | -17.8% | +31.0% |
| 1Y | +35.9% | +56.8% | -20.9% | +35.3% |
| All | +35.9% | +51.2% | -15.3% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling