+84.2%
HST vs FE
+48.8%
+35.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.2% | +5.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.8% |
| 30D | +14.5% | +4.3% | +10.2% | +12.9% |
| 3M | +15.4% | +0.4% | +15.0% | +15.2% |
| 6M | +22.0% | +6.9% | +15.0% | +19.1% |
| YTD | +54.9% | +8.0% | +46.8% | +50.1% |
| 1Y | +54.0% | +4.8% | +49.1% | +50.7% |
| 3Y | +90.4% | +49.0% | +41.5% | +58.5% |
| 5Y | +84.2% | +46.2% | +38.0% | +45.5% |
| All | +84.2% | +48.8% | +35.4% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling