+138.5%
HST vs FE
+120.7%
+17.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.9% | +2.7% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | +14.5% | +4.3% | +10.2% | +12.6% |
| 3M | +15.4% | +0.4% | +15.0% | +15.1% |
| 6M | +22.0% | +6.9% | +15.0% | +18.6% |
| YTD | +54.9% | +8.0% | +46.8% | +49.5% |
| 1Y | +54.0% | +4.8% | +49.1% | +50.3% |
| 3Y | +90.4% | +49.0% | +41.5% | +58.6% |
| 5Y | +84.2% | +46.2% | +38.0% | +53.2% |
| All | +138.5% | +120.7% | +17.9% | +87.9% |
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