+795.5%
HLT vs FN
+1,605.6%
-810.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +24.9% |
| 6M | +19.9% | -52.9% | +72.8% | +31.4% |
| YTD | +30.1% | -28.0% | +58.0% | +28.3% |
| 1Y | +38.5% | -18.5% | +57.0% | +32.4% |
| 3Y | +131.0% | +93.9% | +37.2% | +70.0% |
| 5Y | +163.7% | +170.5% | -6.8% | +72.8% |
| 10Y | +697.4% | +704.1% | -6.6% | +306.2% |
| All | +795.5% | +1,605.6% | -810.1% | +285.5% |
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