+420.4%
FIX vs HST
+77.1%
+343.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.7% | -5.9% | -8.4% |
| 7D | -27.2% | -4.2% | -23.1% | -25.3% |
| 30D | -46.9% | +9.6% | -56.5% | -49.4% |
| 3M | -44.4% | -1.1% | -43.3% | -44.0% |
| 6M | -50.9% | +21.1% | -72.0% | -56.4% |
| YTD | +3.5% | +47.1% | -43.6% | -18.0% |
| 1Y | -2.1% | +64.0% | -66.1% | -27.9% |
| All | +420.4% | +77.1% | +343.3% | +242.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling