+53.9%
HST vs FBTC
+52.5%
+1.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +2.8% |
| 7D | +0.6% | -5.4% | +5.9% | +1.4% |
| 30D | +14.5% | -10.5% | +25.0% | +16.2% |
| 3M | +15.4% | +15.1% | +0.3% | +13.1% |
| 6M | +22.0% | -8.3% | +30.2% | +23.0% |
| YTD | +54.9% | -16.0% | +70.8% | +57.0% |
| 1Y | +54.0% | -30.7% | +84.7% | +60.5% |
| All | +53.9% | +52.5% | +1.4% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 10y: compounded portfolio wealth divided by compounded FBTC 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…
10y analysis · Full analysis span regression · 6 months rolling