+138.4%
HLT vs FTI
+1,066.8%
-928.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | -1.6% | -4.4% | +2.8% | -0.8% |
| 30D | -5.0% | +1.5% | -6.5% | -5.3% |
| 3M | -10.4% | +8.2% | -18.6% | -12.0% |
| 6M | +3.2% | +18.8% | -15.6% | -1.0% |
| YTD | +6.7% | +71.7% | -64.9% | -5.2% |
| 1Y | +10.3% | +90.0% | -79.8% | -4.3% |
| 3Y | +99.3% | +270.5% | -171.2% | +48.3% |
| All | +138.4% | +1,066.8% | -928.4% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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