+130.8%
HLT vs FGI
+12.3%
+118.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +13.0% |
| 3M | +15.6% | +78.0% | -62.4% | +14.9% |
| 6M | +19.0% | +46.4% | -27.5% | +18.3% |
| YTD | +29.9% | +47.7% | -17.8% | +28.9% |
| 1Y | +35.9% | +56.8% | -20.9% | +34.4% |
| All | +130.8% | +12.3% | +118.6% | +129.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling