+91.7%
HST vs FGI
-74.8%
+166.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -25.2% | +25.1% | +0.1% |
| 7D | +3.6% | -14.4% | +18.0% | +3.6% |
| 30D | +11.2% | -11.8% | +23.0% | +11.3% |
| 3M | +13.1% | -46.2% | +59.3% | +13.4% |
| 6M | +23.9% | +5.2% | +18.7% | +23.3% |
| YTD | +52.3% | +10.5% | +41.8% | +50.9% |
| 1Y | +56.7% | +25.5% | +31.2% | +54.7% |
| 3Y | +87.5% | -16.0% | +103.5% | +85.5% |
| All | +91.7% | -74.8% | +166.5% | +93.9% |
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