+50.0%
FANG vs HST
+66.8%
-16.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +2.9% | +0.9% | +2.0% | +2.6% |
| 30D | +2.6% | -2.5% | +5.1% | +3.4% |
| 3M | +7.6% | -5.1% | +12.7% | +8.8% |
| 6M | +17.3% | +21.6% | -4.3% | +6.3% |
| YTD | +38.7% | +31.6% | +7.0% | +20.4% |
| 1Y | +51.6% | +36.1% | +15.5% | +29.1% |
| 3Y | +50.0% | +66.5% | -16.5% | +14.3% |
| All | +50.0% | +66.8% | -16.8% | +14.3% |
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