+238.2%
FANG vs HST
+72.0%
+166.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.5% | +0.9% | +1.2% |
| 7D | +1.2% | +0.7% | +0.5% | +0.9% |
| 30D | +2.4% | -0.7% | +3.1% | +2.6% |
| 3M | +5.1% | -4.0% | +9.1% | +6.0% |
| 6M | +16.4% | +20.7% | -4.3% | +5.6% |
| YTD | +39.0% | +31.0% | +7.9% | +21.0% |
| 1Y | +50.6% | +36.2% | +14.4% | +28.5% |
| 3Y | +46.9% | +66.6% | -19.7% | +11.6% |
| 5Y | +238.2% | +75.8% | +162.5% | +139.1% |
| All | +238.2% | +72.0% | +166.2% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling