+71.6%
HST vs FIVE
+14.2%
+57.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | +10.7% | +17.7% | -7.0% | +6.5% |
| 3M | +6.3% | +4.0% | +2.3% | +4.9% |
| 6M | +19.0% | +2.6% | +16.4% | +16.9% |
| YTD | +47.0% | +27.6% | +19.5% | +36.1% |
| 1Y | +53.4% | +59.9% | -6.5% | +34.0% |
| 3Y | +78.0% | +35.8% | +42.2% | +54.0% |
| All | +71.6% | +14.2% | +57.4% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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