+122.6%
HST vs FCUV
-99.3%
+221.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | -1.0% |
| 7D | +3.6% | +2.4% | +1.2% | +3.6% |
| 30D | +9.9% | -25.9% | +35.8% | +10.0% |
| 3M | +12.9% | -44.8% | +57.7% | +12.9% |
| 6M | +22.9% | -3.5% | +26.3% | +20.6% |
| YTD | +52.4% | -90.7% | +143.1% | +51.0% |
| 1Y | +52.5% | -97.9% | +150.4% | +52.3% |
| 3Y | +87.4% | -99.5% | +187.0% | +86.3% |
| 5Y | +82.9% | -99.9% | +182.8% | +82.5% |
| All | +122.6% | -99.3% | +221.8% | +111.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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