+46.0%
F vs HST
+68.9%
-22.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | +5.3% | -1.0% | +6.4% | +5.9% |
| 30D | +4.6% | -12.3% | +16.8% | +12.5% |
| 3M | -3.7% | -6.4% | +2.7% | -0.2% |
| 6M | +16.8% | +15.0% | +1.8% | +6.9% |
| YTD | +15.3% | +30.5% | -15.2% | -2.3% |
| 1Y | +31.0% | +35.7% | -4.7% | +8.0% |
| All | +46.0% | +68.9% | -22.9% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling