+73.9%
HST vs FCUV
-99.9%
+173.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.0% | +6.9% | -0.1% |
| 7D | -0.3% | -63.8% | +63.4% | 0.0% |
| 30D | -2.8% | -14.7% | +11.9% | -3.0% |
| 3M | -6.5% | +65.3% | -71.8% | -9.0% |
| 6M | +20.7% | -68.5% | +89.2% | +20.5% |
| YTD | +30.5% | -83.0% | +113.5% | +32.0% |
| 1Y | +36.8% | -94.4% | +131.2% | +41.4% |
| 3Y | +65.9% | -99.3% | +165.2% | +78.7% |
| 5Y | +73.9% | -99.9% | +173.8% | +104.1% |
| All | +73.9% | -99.9% | +173.8% | +104.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling