+78.1%
HST vs FN
+80.0%
-1.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -14.2% | +8.6% | -4.4% |
| 7D | -4.2% | -16.0% | +11.8% | -2.8% |
| 30D | +9.6% | -40.1% | +49.7% | +14.2% |
| 3M | -1.1% | -43.9% | +42.8% | +3.2% |
| 6M | +21.1% | -55.6% | +76.7% | +28.3% |
| YTD | +47.1% | -35.7% | +82.7% | +46.3% |
| 1Y | +64.0% | -39.8% | +103.9% | +63.8% |
| All | +78.1% | +80.0% | -1.9% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling