+1,422.9%
FANG vs HST
+143.1%
+1,279.8%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -0.4% | -0.3% | -0.1% | -0.2% |
| 30D | +2.4% | -2.8% | +5.2% | +4.0% |
| 3M | +4.9% | -6.5% | +11.4% | +8.1% |
| 6M | +12.0% | +20.7% | -8.7% | -2.9% |
| YTD | +37.1% | +30.5% | +6.6% | +12.6% |
| 1Y | +52.3% | +36.8% | +15.5% | +20.7% |
| 3Y | +45.0% | +65.9% | -20.9% | -1.9% |
| 5Y | +231.0% | +73.9% | +157.1% | +101.5% |
| 10Y | +177.5% | +107.0% | +70.4% | +48.5% |
| All | +1,422.9% | +143.1% | +1,279.8% | +619.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling