+73.7%
HST vs FLR
+248.0%
-174.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.0% | +0.7% | +1.3% | +1.8% |
| 30D | -5.2% | -0.7% | -4.6% | -5.3% |
| 3M | -6.2% | +14.3% | -20.6% | -9.6% |
| 6M | +20.4% | +25.6% | -5.2% | +12.6% |
| YTD | +30.6% | +42.9% | -12.2% | +18.1% |
| 1Y | +37.4% | +38.7% | -1.4% | +23.9% |
| 3Y | +66.1% | +61.8% | +4.3% | +33.6% |
| 5Y | +73.7% | +254.1% | -180.4% | +11.6% |
| All | +73.7% | +248.0% | -174.3% | +11.6% |
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