+107.0%
HST vs FIVN
+105.2%
+1.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.6% | +0.2% |
| 7D | -0.3% | -9.6% | +9.3% | +0.8% |
| 30D | -2.8% | -11.9% | +9.1% | -1.6% |
| 3M | -6.5% | +40.1% | -46.6% | -10.6% |
| 6M | +20.7% | +68.3% | -47.6% | +11.7% |
| YTD | +30.5% | +51.5% | -21.0% | +21.8% |
| 1Y | +36.8% | +15.1% | +21.7% | +31.5% |
| 3Y | +65.9% | -55.6% | +121.5% | +72.2% |
| 5Y | +73.9% | -82.4% | +156.3% | +83.9% |
| 10Y | +107.0% | +114.5% | -7.4% | +73.6% |
| All | +107.0% | +105.2% | +1.8% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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