+85.2%
HST vs FGI
-70.3%
+155.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.6% | -5.7% |
| 7D | -4.2% | -11.6% | +7.4% | -4.1% |
| 30D | +9.6% | -3.3% | +12.9% | +9.6% |
| 3M | -1.1% | +65.6% | -66.7% | -1.8% |
| 6M | +21.1% | -2.8% | +23.9% | +20.6% |
| YTD | +47.1% | +30.1% | +17.0% | +45.7% |
| 1Y | +64.0% | +50.2% | +13.9% | +61.8% |
| 3Y | +77.1% | -0.4% | +77.5% | +75.1% |
| All | +85.2% | -70.3% | +155.5% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling