-83.7%
FIG vs HST
+64.4%
-148.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -13.1% | -2.7% | -10.4% | -11.9% |
| 30D | -13.0% | +10.7% | -23.7% | -13.4% |
| 3M | -21.5% | +6.3% | -27.8% | -21.5% |
| 6M | -2.5% | +19.0% | -21.5% | -1.1% |
| YTD | -49.7% | +47.0% | -96.7% | -50.7% |
| 1Y | -59.1% | +53.4% | -112.5% | -60.3% |
| All | -83.7% | +64.4% | -148.2% | -85.0% |
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