+37.4%
HST vs FDS
-20.8%
+58.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.2% |
| 7D | +2.0% | -5.4% | +7.4% | +2.1% |
| 30D | -5.2% | +1.6% | -6.8% | -5.3% |
| 3M | -6.2% | +17.7% | -24.0% | -6.5% |
| 6M | +20.4% | +29.1% | -8.6% | +19.6% |
| YTD | +30.6% | +1.0% | +29.7% | +30.9% |
| 1Y | +37.4% | -21.6% | +59.0% | +36.7% |
| All | +37.4% | -20.8% | +58.2% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling