+107.0%
HST vs FLR
+17.1%
+89.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +0.6% |
| 7D | -0.3% | -3.1% | +2.8% | +0.4% |
| 30D | -2.8% | +4.9% | -7.7% | -4.0% |
| 3M | -6.5% | +10.8% | -17.3% | -9.7% |
| 6M | +20.7% | +19.7% | +1.1% | +13.4% |
| YTD | +30.5% | +38.4% | -7.9% | +18.0% |
| 1Y | +36.8% | +34.7% | +2.1% | +23.5% |
| 3Y | +65.9% | +56.7% | +9.2% | +37.3% |
| 5Y | +73.9% | +241.6% | -167.7% | +15.0% |
| 10Y | +107.0% | +20.2% | +86.8% | +27.9% |
| All | +107.0% | +17.1% | +89.9% | +27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling