+34.3%
FANG vs HST
+76.4%
-42.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.3% | -6.2% | -4.7% |
| 7D | -11.3% | +3.3% | -14.6% | -10.9% |
| 30D | -0.7% | +16.4% | -17.0% | +1.3% |
| 3M | -4.2% | +5.5% | -9.6% | -3.5% |
| 6M | -13.5% | +31.1% | -44.6% | -11.6% |
| YTD | +23.7% | +55.9% | -32.2% | +21.0% |
| 1Y | +34.3% | +75.6% | -41.3% | +28.7% |
| All | +34.3% | +76.4% | -42.0% | +28.7% |
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