+575.2%
HLT vs FN
+954.1%
-378.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | -1.6% | +1.8% | -3.4% | -1.9% |
| 30D | -5.0% | -27.5% | +22.5% | -0.2% |
| 3M | -10.4% | -28.8% | +18.4% | -6.6% |
| 6M | +3.2% | -20.9% | +24.2% | +3.5% |
| YTD | +6.7% | -8.9% | +15.7% | +2.6% |
| 1Y | +10.3% | +14.5% | -4.2% | -0.3% |
| 3Y | +99.3% | +172.6% | -73.3% | +36.7% |
| 5Y | +143.7% | +300.6% | -156.9% | +45.0% |
| All | +575.2% | +954.1% | -378.9% | +222.2% |
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