+12,471.5%
FIX vs HST
+321.6%
+12,149.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.8% |
| 7D | +6.0% | -1.0% | +7.1% | +6.4% |
| 30D | -7.2% | -12.3% | +5.0% | -2.7% |
| 3M | -15.9% | -6.4% | -9.5% | -14.1% |
| 6M | +12.7% | +15.0% | -2.3% | +6.6% |
| YTD | +72.8% | +30.5% | +42.3% | +55.6% |
| 1Y | +122.9% | +35.7% | +87.2% | +96.9% |
| 3Y | +774.3% | +68.4% | +705.9% | +609.2% |
| 5Y | +2,049.5% | +73.1% | +1,976.4% | +1,587.3% |
| 10Y | +5,821.5% | +92.7% | +5,728.7% | +4,161.1% |
| All | +12,471.5% | +321.6% | +12,149.9% | +5,212.3% |
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 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