+71.6%
HST vs FFIV
+39.5%
+32.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.2% | +0.1% |
| 7D | -2.7% | -8.1% | +5.4% | +0.2% |
| 30D | +10.7% | -33.4% | +44.1% | +26.1% |
| 3M | +6.3% | -24.7% | +31.0% | +14.8% |
| 6M | +19.0% | -8.8% | +27.8% | +17.7% |
| YTD | +47.0% | +21.8% | +25.3% | +26.6% |
| 1Y | +53.4% | +25.3% | +28.2% | +30.2% |
| 3Y | +78.0% | +101.2% | -23.2% | +14.8% |
| All | +71.6% | +39.5% | +32.1% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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