+427.2%
HLT vs FND
+54.9%
+372.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.2% | +0.1% |
| 7D | -2.6% | -5.1% | +2.5% | -1.3% |
| 30D | -2.6% | -22.5% | +19.9% | +3.8% |
| 3M | -9.4% | -5.0% | -4.4% | -9.1% |
| 6M | +2.7% | -21.5% | +24.3% | +7.6% |
| YTD | +6.8% | -23.0% | +29.8% | +11.9% |
| 1Y | +12.4% | -44.9% | +57.2% | +27.7% |
| 3Y | +100.2% | -50.0% | +150.2% | +123.2% |
| 5Y | +143.7% | -63.3% | +207.1% | +180.0% |
| All | +427.2% | +54.9% | +372.3% | +328.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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