+90.4%
HST vs FIVN
-54.3%
+144.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.9% | +6.5% | +3.1% |
| 7D | +0.6% | -22.4% | +23.0% | +3.9% |
| 30D | +14.5% | -23.8% | +38.2% | +18.3% |
| 3M | +15.4% | -19.5% | +34.9% | +17.8% |
| 6M | +22.0% | +25.6% | -3.6% | +15.4% |
| YTD | +54.9% | +38.4% | +16.5% | +41.9% |
| 1Y | +54.0% | +33.7% | +20.3% | +41.8% |
| 3Y | +90.4% | -56.2% | +146.6% | +102.2% |
| All | +90.4% | -54.3% | +144.7% | +102.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling