+298.3%
HST vs FE
+566.1%
-267.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.2% | -5.5% | -5.6% |
| 7D | -4.2% | +0.6% | -4.7% | -4.4% |
| 30D | +9.6% | +6.4% | +3.1% | +6.4% |
| 3M | -1.1% | -0.5% | -0.6% | -1.0% |
| 6M | +21.1% | +4.7% | +16.3% | +18.0% |
| YTD | +47.1% | +8.4% | +38.7% | +40.7% |
| 1Y | +64.0% | +7.2% | +56.8% | +57.6% |
| 3Y | +77.1% | +44.9% | +32.2% | +44.7% |
| 5Y | +71.8% | +46.3% | +25.5% | +38.0% |
| 10Y | +146.3% | +110.3% | +36.0% | +55.7% |
| All | +298.3% | +566.1% | -267.8% | +105.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling