+71.7%
HST vs FIVE
+31.2%
+40.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.9% |
| 7D | -1.0% | +4.3% | -5.3% | -2.0% |
| 30D | -12.3% | +12.5% | -24.8% | -14.9% |
| 3M | -6.4% | +31.2% | -37.6% | -12.7% |
| 6M | +15.0% | +14.4% | +0.6% | +9.9% |
| YTD | +30.5% | +33.9% | -3.4% | +19.7% |
| 1Y | +35.7% | +65.1% | -29.4% | +17.4% |
| 3Y | +68.4% | +49.0% | +19.4% | +41.7% |
| All | +71.7% | +31.2% | +40.5% | +43.1% |
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