+3,644.4%
FIX vs HST
+143.2%
+3,501.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -1.9% |
| 7D | -13.9% | +0.6% | -14.5% | -14.0% |
| 30D | -35.5% | +14.5% | -50.0% | -39.6% |
| 3M | -33.9% | +15.4% | -49.3% | -38.4% |
| 6M | -43.3% | +22.0% | -65.3% | -48.9% |
| YTD | +18.7% | +54.9% | -36.2% | -4.8% |
| 1Y | +13.8% | +54.0% | -40.2% | -8.7% |
| 3Y | +495.0% | +90.4% | +404.5% | +324.5% |
| 5Y | +1,049.0% | +84.2% | +964.8% | +700.1% |
| 10Y | +3,644.4% | +144.6% | +3,499.8% | +2,030.3% |
| All | +3,644.4% | +143.2% | +3,501.2% | +2,030.3% |
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