+78.0%
HST vs FGI
+1.5%
+76.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | -2.7% | -7.0% | +4.3% | -2.7% |
| 30D | +10.7% | -4.2% | +14.9% | +10.7% |
| 3M | +6.3% | +55.6% | -49.4% | +6.2% |
| 6M | +19.0% | -3.2% | +22.1% | +18.9% |
| YTD | +47.0% | +29.1% | +17.9% | +47.0% |
| 1Y | +53.4% | +51.0% | +2.5% | +53.4% |
| 3Y | +78.0% | +1.5% | +76.5% | +82.5% |
| All | +78.0% | +1.5% | +76.5% | +82.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling