+71.7%
HST vs FDS
-17.4%
+89.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +1.1% |
| 7D | -1.0% | -1.9% | +0.9% | -0.6% |
| 30D | -12.3% | +9.0% | -21.3% | -14.2% |
| 3M | -6.4% | +18.9% | -25.2% | -10.8% |
| 6M | +15.0% | +35.1% | -20.1% | +4.6% |
| YTD | +30.5% | +5.5% | +25.0% | +28.6% |
| 1Y | +35.7% | -16.8% | +52.5% | +46.5% |
| 3Y | +68.4% | -28.1% | +96.4% | +91.0% |
| All | +71.7% | -17.4% | +89.1% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling