+31.0%
F vs HST
+38.1%
-7.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +5.3% | -1.0% | +6.4% | +5.8% |
| 30D | +4.6% | -12.3% | +16.8% | +10.5% |
| 3M | -3.7% | -6.4% | +2.7% | -0.9% |
| 6M | +16.8% | +15.0% | +1.8% | +9.5% |
| YTD | +15.3% | +30.5% | -15.2% | +3.2% |
| 1Y | +31.0% | +35.7% | -4.7% | +17.5% |
| All | +31.0% | +38.1% | -7.1% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling