+138.4%
HLT vs FTV
-2.3%
+140.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.2% |
| 7D | -1.6% | -4.0% | +2.3% | +0.5% |
| 30D | -5.0% | -11.0% | +6.0% | +0.9% |
| 3M | -10.4% | -8.4% | -2.0% | -6.9% |
| 6M | +3.2% | -2.6% | +5.8% | +3.3% |
| YTD | +6.7% | -0.6% | +7.4% | +4.7% |
| 1Y | +10.3% | +11.0% | -0.7% | +1.2% |
| 3Y | +99.3% | -6.3% | +105.7% | +98.5% |
| All | +138.4% | -2.3% | +140.7% | +127.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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