+55.0%
HST vs FN
-19.6%
+74.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.9% | -6.5% | -0.7% |
| 7D | -1.3% | +8.0% | -9.3% | -1.5% |
| 30D | +13.4% | -19.1% | +32.5% | +13.4% |
| 3M | +16.7% | -29.8% | +46.5% | +16.9% |
| 6M | +24.0% | -43.2% | +67.2% | +25.0% |
| YTD | +54.0% | -18.9% | +72.9% | +51.1% |
| 1Y | +55.0% | -17.9% | +72.9% | +50.4% |
| All | +55.0% | -19.6% | +74.6% | +50.4% |
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