+75.6%
HST vs FLR
+2.5%
+73.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +3.3% | +1.4% | +2.0% | +3.2% |
| 30D | +16.4% | -5.9% | +22.3% | +16.8% |
| 3M | +5.5% | -7.6% | +13.1% | +5.9% |
| 6M | +31.1% | -9.3% | +40.4% | +31.4% |
| YTD | +55.9% | +20.1% | +35.8% | +53.5% |
| 1Y | +75.6% | +3.0% | +72.6% | +71.3% |
| All | +75.6% | +2.5% | +73.1% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling