-22.6%
FPS vs HST
+43.7%
-66.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.3% | -18.6% | -17.7% |
| 7D | -23.3% | +3.3% | -26.7% | -24.1% |
| 30D | -42.4% | +16.4% | -58.8% | -44.6% |
| 3M | -43.0% | +5.5% | -48.5% | -43.1% |
| 6M | -44.5% | +31.1% | -75.6% | -52.2% |
| All | -22.6% | +43.7% | -66.3% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling