+165.7%
HLT vs FGI
-74.8%
+240.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -25.2% | +25.3% | +0.4% |
| 7D | +0.7% | -14.4% | +15.1% | +0.8% |
| 30D | +13.7% | -11.8% | +25.5% | +13.8% |
| 3M | +16.3% | -46.2% | +62.6% | +16.9% |
| 6M | +19.9% | +5.2% | +14.7% | +18.7% |
| YTD | +30.1% | +10.5% | +19.5% | +27.7% |
| 1Y | +38.5% | +25.5% | +13.0% | +35.0% |
| 3Y | +131.0% | -16.0% | +147.0% | +122.8% |
| All | +165.7% | -74.8% | +240.5% | +164.8% |
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 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