+181.9%
FANG vs HST
+110.3%
+71.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | +2.9% | +0.9% | +2.0% | +2.3% |
| 30D | +2.6% | -2.5% | +5.1% | +4.1% |
| 3M | +7.6% | -5.1% | +12.7% | +10.0% |
| 6M | +17.3% | +21.6% | -4.3% | +0.7% |
| YTD | +38.7% | +31.6% | +7.0% | +12.4% |
| 1Y | +51.6% | +36.1% | +15.5% | +19.4% |
| 3Y | +50.0% | +66.5% | -16.5% | -0.6% |
| 5Y | +237.6% | +76.6% | +161.0% | +96.6% |
| All | +181.9% | +110.3% | +71.6% | +57.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling