+366.2%
HST vs FFIV
+7,518.9%
-7,152.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | -1.0% | -1.0% | -0.1% | -0.9% |
| 30D | -12.3% | -5.1% | -7.2% | -11.6% |
| 3M | -6.4% | -4.5% | -1.9% | -5.9% |
| 6M | +15.0% | +36.5% | -21.5% | +8.8% |
| YTD | +30.5% | +53.0% | -22.5% | +20.9% |
| 1Y | +35.7% | +24.2% | +11.5% | +29.7% |
| 3Y | +68.4% | +137.2% | -68.8% | +44.6% |
| 5Y | +73.1% | +91.8% | -18.6% | +53.2% |
| 10Y | +92.7% | +215.2% | -122.4% | +57.0% |
| All | +366.2% | +7,518.9% | -7,152.7% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling