+78.0%
HST vs FDS
-23.2%
+101.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.7% | +3.7% | +0.4% |
| 7D | -2.7% | -0.5% | -2.2% | -2.6% |
| 30D | +10.7% | +20.2% | -9.5% | +7.9% |
| 3M | +6.3% | +19.9% | -13.6% | +3.3% |
| 6M | +19.0% | +56.2% | -37.2% | +10.3% |
| YTD | +47.0% | +14.6% | +32.5% | +46.1% |
| 1Y | +53.4% | +31.6% | +21.8% | +45.7% |
| 3Y | +78.0% | -23.8% | +101.8% | +96.4% |
| All | +78.0% | -23.2% | +101.2% | +96.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling