+61.1%
HST vs FCUV
-87.2%
+148.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -13.7% | +13.9% | +0.3% |
| 7D | -1.0% | +62.8% | -63.9% | -1.2% |
| 30D | -12.3% | +66.5% | -78.8% | -12.5% |
| 3M | -6.4% | +459.9% | -466.3% | -8.1% |
| 6M | +15.0% | -12.4% | +27.4% | +13.5% |
| YTD | +30.5% | -47.5% | +78.0% | +29.0% |
| 1Y | +35.7% | -80.5% | +116.2% | +34.5% |
| 3Y | +68.4% | -97.6% | +166.0% | +66.8% |
| 5Y | +73.1% | -99.5% | +172.7% | +72.1% |
| 10Y | +92.7% | -95.8% | +188.5% | +86.0% |
| All | +61.1% | -87.2% | +148.4% | +59.0% |
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 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