+88.0%
HST vs FCUV
-94.7%
+182.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +136.0% | -136.1% | -0.5% |
| 7D | +3.6% | +148.8% | -145.2% | +3.1% |
| 30D | +11.2% | +95.0% | -83.8% | +10.8% |
| 3M | +13.1% | +27.8% | -14.7% | +12.6% |
| 6M | +23.9% | +121.0% | -97.1% | +21.5% |
| YTD | +52.3% | -78.1% | +130.4% | +50.5% |
| 1Y | +56.7% | -94.3% | +150.9% | +55.6% |
| 3Y | +87.5% | -98.9% | +186.4% | +85.7% |
| 5Y | +82.8% | -99.7% | +182.5% | +81.5% |
| 10Y | +134.6% | -98.2% | +232.8% | +126.3% |
| All | +88.0% | -94.7% | +182.7% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling