+253.4%
HST vs FE
+561.4%
-308.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | -1.0% | +1.9% | -3.0% | -1.9% |
| 30D | -12.3% | -1.2% | -11.1% | -11.8% |
| 3M | -6.4% | +3.5% | -9.9% | -8.0% |
| 6M | +15.0% | -6.1% | +21.1% | +17.9% |
| YTD | +30.5% | +7.6% | +22.9% | +25.4% |
| 1Y | +35.7% | +11.9% | +23.8% | +27.8% |
| 3Y | +68.4% | +48.4% | +19.9% | +35.9% |
| 5Y | +73.1% | +44.8% | +28.3% | +39.7% |
| 10Y | +92.7% | +115.9% | -23.1% | +20.1% |
| All | +253.4% | +561.4% | -308.0% | +83.0% |
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 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