+122.6%
HST vs FDS
+127.0%
-4.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +3.6% | -2.6% | +6.2% | +4.4% |
| 30D | +9.9% | +14.1% | -4.2% | +5.3% |
| 3M | +12.9% | +19.8% | -6.8% | +6.0% |
| 6M | +22.9% | +55.0% | -32.1% | +4.2% |
| YTD | +52.4% | +15.9% | +36.5% | +41.5% |
| 1Y | +52.5% | +24.2% | +28.3% | +37.4% |
| 3Y | +87.4% | -24.0% | +111.5% | +102.6% |
| 5Y | +82.9% | -23.3% | +106.3% | +94.5% |
| All | +122.6% | +127.0% | -4.4% | +48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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