+94.9%
HST vs FGI
-70.0%
+165.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +0.6% | -4.1% | +4.7% | +0.6% |
| 30D | +14.5% | -3.4% | +17.8% | +14.5% |
| 3M | +15.4% | +61.8% | -46.4% | +14.6% |
| 6M | +22.0% | +17.0% | +5.0% | +21.3% |
| YTD | +54.9% | +31.4% | +23.5% | +53.3% |
| 1Y | +54.0% | +42.7% | +11.3% | +52.0% |
| 3Y | +90.4% | -0.1% | +90.6% | +88.3% |
| All | +94.9% | -70.0% | +165.0% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling