+10.3%
HLT vs FGI
+118.1%
-107.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.6% |
| 3M | -10.4% | +31.7% | -42.1% | -10.8% |
| 6M | +3.2% | +111.5% | -108.2% | +2.0% |
| YTD | +6.7% | +45.8% | -39.0% | +5.9% |
| 1Y | +10.3% | +112.5% | -102.3% | +7.8% |
| All | +10.3% | +118.1% | -107.8% | +7.8% |
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