+72.1%
HST vs FLR
+99.9%
-27.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.4% | -0.7% |
| 7D | -2.7% | -0.8% | -1.9% | -2.5% |
| 30D | +10.7% | -9.1% | +19.8% | +12.8% |
| 3M | +6.3% | -4.7% | +10.9% | +6.4% |
| 6M | +19.0% | -14.2% | +33.2% | +20.8% |
| YTD | +47.0% | +17.3% | +29.7% | +37.9% |
| 1Y | +53.4% | +4.3% | +49.2% | +47.7% |
| 3Y | +78.0% | +30.7% | +47.3% | +48.2% |
| All | +72.1% | +99.9% | -27.9% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling