+87.7%
HST vs FCUV
-99.5%
+187.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +21.6% |
| YTD | +52.4% | -90.7% | +143.1% | +54.4% |
| 1Y | +52.5% | -97.9% | +150.4% | +57.7% |
| All | +87.7% | -99.5% | +187.2% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling