+3,653.2%
FIX vs HST
+142.8%
+3,510.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | 0.0% | +5.5% | +5.5% |
| 7D | -17.5% | -2.7% | -14.8% | -16.2% |
| 30D | -41.6% | +10.7% | -52.3% | -44.4% |
| 3M | -40.6% | +6.3% | -46.8% | -42.4% |
| 6M | -49.4% | +19.0% | -68.3% | -53.8% |
| YTD | +9.2% | +47.0% | -37.9% | -10.2% |
| 1Y | +6.5% | +53.4% | -47.0% | -14.5% |
| 3Y | +448.7% | +78.0% | +370.7% | +304.3% |
| 5Y | +948.7% | +71.7% | +877.0% | +655.5% |
| All | +3,653.2% | +142.8% | +3,510.4% | +2,103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling