+436.4%
HST vs FLR
+534.4%
-98.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -0.9% | -0.7% |
| 7D | -1.3% | +6.3% | -7.6% | -3.4% |
| 30D | +13.4% | +1.8% | +11.5% | +12.3% |
| 3M | +16.7% | -4.4% | +21.1% | +17.6% |
| 6M | +24.0% | +15.9% | +8.1% | +14.7% |
| YTD | +54.0% | +27.7% | +26.2% | +34.8% |
| 1Y | +55.0% | +11.6% | +43.4% | +42.1% |
| 3Y | +89.3% | +39.9% | +49.5% | +46.7% |
| 5Y | +85.4% | +127.5% | -42.1% | +13.5% |
| 10Y | +137.1% | +11.6% | +125.6% | +41.9% |
| All | +436.4% | +534.4% | -98.0% | +148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling