-56.6%
FPS vs HST
+22.9%
-79.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | -5.7% | -13.2% | -16.8% |
| 7D | -35.8% | -4.2% | -31.6% | -34.1% |
| 30D | -56.0% | +9.6% | -65.5% | -54.3% |
| 3M | -52.7% | -1.1% | -51.6% | -50.4% |
| 6M | -56.6% | +21.1% | -77.7% | -52.7% |
| All | -56.6% | +22.9% | -79.5% | -52.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling