+118.6%
HLT vs FGI
-69.1%
+187.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.8% |
| 7D | -1.5% | +14.7% | -16.1% | -1.6% |
| 30D | -1.2% | +67.0% | -68.2% | -2.5% |
| 3M | -10.3% | +31.0% | -41.4% | -11.3% |
| 6M | +1.3% | +126.8% | -125.6% | -1.5% |
| YTD | +7.0% | +35.6% | -28.6% | +5.0% |
| 1Y | +11.9% | +108.9% | -97.1% | +7.1% |
| 3Y | +100.7% | -0.3% | +100.9% | +93.5% |
| All | +118.6% | -69.1% | +187.7% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling