+96.6%
HST vs FE
+115.1%
-18.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | -1.0% | +1.9% | -3.0% | -1.8% |
| 30D | -12.3% | -1.2% | -11.1% | -11.9% |
| 3M | -6.4% | +3.5% | -9.9% | -7.7% |
| 6M | +15.0% | -6.1% | +21.1% | +17.4% |
| YTD | +30.5% | +7.6% | +22.9% | +26.3% |
| 1Y | +35.7% | +11.9% | +23.8% | +29.1% |
| 3Y | +68.4% | +48.4% | +19.9% | +40.5% |
| 5Y | +73.1% | +44.8% | +28.3% | +44.6% |
| All | +96.6% | +115.1% | -18.5% | +53.0% |
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