+162.8%
HLT vs FN
+194.7%
-31.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.8% | +6.5% | +2.3% |
| 7D | +4.4% | -4.1% | +8.5% | +4.5% |
| 30D | +16.3% | -28.3% | +44.6% | +20.3% |
| 3M | +22.2% | -33.9% | +56.0% | +26.9% |
| 6M | +20.0% | -43.9% | +63.9% | +25.7% |
| YTD | +32.4% | -23.4% | +55.8% | +29.4% |
| 1Y | +38.6% | -25.4% | +64.0% | +35.3% |
| 3Y | +136.4% | +107.9% | +28.5% | +71.7% |
| 5Y | +162.8% | +195.1% | -32.3% | +53.3% |
| All | +162.8% | +194.7% | -31.9% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling