+2,105.4%
FIX vs HST
+74.0%
+2,031.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | -1.0% | +7.1% | +6.5% |
| 30D | -7.2% | -12.3% | +5.0% | -1.5% |
| 3M | -15.9% | -6.4% | -9.5% | -13.7% |
| 6M | +12.7% | +15.0% | -2.3% | +4.5% |
| YTD | +72.8% | +30.5% | +42.3% | +50.6% |
| 1Y | +122.9% | +35.7% | +87.2% | +89.5% |
| 3Y | +774.3% | +68.4% | +705.9% | +560.8% |
| All | +2,105.4% | +74.0% | +2,031.4% | +1,493.9% |
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