+35.7%
HST vs FN
+17.1%
+18.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | +0.2% |
| 7D | -1.0% | -1.7% | +0.6% | -1.0% |
| 30D | -12.3% | -22.0% | +9.7% | -12.0% |
| 3M | -6.4% | -43.0% | +36.6% | -5.4% |
| 6M | +15.0% | -27.7% | +42.8% | +14.5% |
| YTD | +30.5% | -10.5% | +41.0% | +29.4% |
| 1Y | +35.7% | +12.5% | +23.2% | +31.8% |
| All | +35.7% | +17.1% | +18.6% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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