+53.4%
HST vs FN
-33.3%
+86.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +11.7% | -11.7% | -0.4% |
| 7D | -2.7% | 0.0% | -2.6% | -2.7% |
| 30D | +10.7% | -34.3% | +45.0% | +11.3% |
| 3M | +6.3% | -39.9% | +46.1% | +7.0% |
| 6M | +19.0% | -51.8% | +70.8% | +20.7% |
| YTD | +47.0% | -28.1% | +75.2% | +44.9% |
| 1Y | +53.4% | -29.1% | +82.5% | +50.4% |
| All | +53.4% | -33.3% | +86.8% | +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