+677.4%
HLT vs FN
+700.1%
-22.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.3% | +7.4% | +1.3% |
| 7D | +0.7% | +0.3% | +0.5% | +0.4% |
| 30D | +13.7% | -16.5% | +30.3% | +15.9% |
| 3M | +16.3% | -42.1% | +58.4% | +25.0% |
| 6M | +19.9% | -52.9% | +72.8% | +31.5% |
| YTD | +30.1% | -28.0% | +58.0% | +28.0% |
| 1Y | +38.5% | -18.5% | +57.0% | +32.0% |
| 3Y | +131.0% | +93.9% | +37.2% | +66.3% |
| 5Y | +163.7% | +170.5% | -6.8% | +66.6% |
| All | +677.4% | +700.1% | -22.7% | +278.2% |
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