+597.6%
HLT vs FTV
+82.6%
+514.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +1.1% |
| 7D | -2.6% | -5.2% | +2.6% | +0.3% |
| 30D | -2.6% | -11.5% | +8.9% | +4.1% |
| 3M | -9.4% | -9.0% | -0.4% | -5.2% |
| 6M | +2.7% | -2.0% | +4.8% | +2.7% |
| YTD | +6.8% | -0.9% | +7.7% | +5.2% |
| 1Y | +12.4% | +14.8% | -2.4% | +1.3% |
| 3Y | +100.2% | -5.5% | +105.7% | +98.4% |
| 5Y | +143.7% | -1.9% | +145.6% | +131.9% |
| 10Y | +584.9% | +78.2% | +506.6% | +396.0% |
| All | +597.6% | +82.6% | +514.9% | +404.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling