+137.6%
HST vs FN
+753.0%
-615.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.7% | -2.2% |
| 7D | -2.7% | 0.0% | -2.6% | -3.2% |
| 30D | +10.7% | -34.3% | +45.0% | +18.5% |
| 3M | +6.3% | -39.9% | +46.1% | +14.4% |
| 6M | +19.0% | -51.8% | +70.8% | +31.2% |
| YTD | +47.0% | -28.1% | +75.2% | +44.7% |
| 1Y | +53.4% | -29.1% | +82.5% | +50.2% |
| 3Y | +78.0% | +102.4% | -24.4% | +22.7% |
| 5Y | +71.7% | +171.7% | -100.0% | +4.2% |
| All | +137.6% | +753.0% | -615.4% | +12.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling