+646.9%
HLT vs FN
+2,018.6%
-1,371.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.1% | -4.1% | -1.5% |
| 7D | -3.3% | -1.7% | -1.6% | -3.0% |
| 30D | -4.1% | -22.0% | +17.9% | -0.6% |
| 3M | -7.9% | -43.0% | +35.1% | -0.3% |
| 6M | +2.2% | -27.7% | +29.9% | +4.1% |
| YTD | +8.5% | -10.5% | +19.0% | +4.9% |
| 1Y | +12.1% | +12.5% | -0.4% | +2.1% |
| 3Y | +107.6% | +153.8% | -46.2% | +47.7% |
| 5Y | +156.4% | +288.0% | -131.6% | +59.0% |
| 10Y | +566.3% | +906.4% | -340.1% | +231.2% |
| All | +646.9% | +2,018.6% | -1,371.7% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling