+635.0%
HLT vs FTI
+119.9%
+515.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | +0.4% |
| 7D | -2.6% | -5.6% | +3.0% | -1.3% |
| 30D | -2.6% | +0.4% | -3.0% | -2.8% |
| 3M | -9.4% | +8.1% | -17.5% | -11.5% |
| 6M | +2.7% | +16.7% | -14.0% | -1.9% |
| YTD | +6.8% | +70.0% | -63.2% | -7.0% |
| 1Y | +12.4% | +85.4% | -73.1% | -4.5% |
| 3Y | +100.2% | +265.9% | -165.8% | +40.9% |
| 5Y | +143.7% | +1,072.7% | -929.0% | +22.0% |
| 10Y | +584.9% | +298.9% | +285.9% | +273.3% |
| All | +635.0% | +119.9% | +515.2% | +334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling