+137.6%
HST vs FE
+107.4%
+30.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +10.7% | +5.2% | +5.5% | +8.6% |
| 3M | +6.3% | 0.0% | +6.3% | +6.1% |
| 6M | +19.0% | +5.0% | +13.9% | +16.4% |
| YTD | +47.0% | +7.9% | +39.1% | +42.0% |
| 1Y | +53.4% | +6.3% | +47.1% | +49.0% |
| 3Y | +78.0% | +46.0% | +32.0% | +49.6% |
| 5Y | +71.7% | +45.6% | +26.0% | +43.1% |
| All | +137.6% | +107.4% | +30.2% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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