-79.1%
FIG vs HST
+46.0%
-125.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.6% | -4.4% |
| 7D | -16.3% | -1.0% | -15.3% | -16.2% |
| 30D | -14.3% | -12.3% | -2.1% | -12.5% |
| 3M | +7.2% | -6.4% | +13.5% | +9.8% |
| 6M | -18.6% | +15.0% | -33.6% | -18.1% |
| YTD | -35.5% | +30.5% | -66.0% | -36.4% |
| 1Y | -55.8% | +35.7% | -91.5% | -59.0% |
| All | -79.1% | +46.0% | -125.1% | -80.6% |
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