-0.4%
HLT vs FPS
+19.2%
-19.6%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.1% | +4.9% | +1.0% |
| 7D | -1.5% | +5.3% | -6.8% | -1.7% |
| 30D | -1.2% | -17.6% | +16.3% | -0.5% |
| 3M | -10.3% | -45.8% | +35.4% | -8.1% |
| 6M | +1.3% | -10.1% | +11.4% | -1.0% |
| All | -0.4% | +19.2% | -19.6% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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