+676.7%
HLT vs FN
+763.2%
-86.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.1% | +3.0% | -0.4% |
| 7D | +0.8% | +20.8% | -19.9% | -2.5% |
| 30D | +13.1% | -17.3% | +30.4% | +15.5% |
| 3M | +15.6% | -38.1% | +53.7% | +23.0% |
| 6M | +19.0% | -44.2% | +63.2% | +26.5% |
| YTD | +29.9% | -22.3% | +52.2% | +26.4% |
| 1Y | +35.9% | -20.9% | +56.8% | +30.8% |
| 3Y | +132.1% | +111.1% | +21.0% | +64.7% |
| 5Y | +163.4% | +191.8% | -28.4% | +64.5% |
| All | +676.7% | +763.2% | -86.5% | +273.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling