-56.6%
FIG vs HST
+36.9%
-93.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | +0.1% | -5.8% | -5.7% |
| 7D | -16.4% | +2.0% | -18.3% | -16.7% |
| 30D | -2.3% | -5.2% | +2.9% | -1.3% |
| 3M | +7.8% | -6.2% | +14.1% | +11.2% |
| 6M | -21.8% | +20.4% | -42.3% | -23.7% |
| YTD | -39.1% | +30.6% | -69.8% | -42.3% |
| 1Y | -56.6% | +37.4% | -94.0% | -63.2% |
| All | -56.6% | +36.9% | -93.5% | -63.2% |
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