+71.7%
HST vs FN
+289.0%
-217.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | -0.2% |
| 7D | -1.0% | -1.7% | +0.6% | -0.8% |
| 30D | -12.3% | -22.0% | +9.7% | -9.6% |
| 3M | -6.4% | -43.0% | +36.6% | +0.6% |
| 6M | +15.0% | -27.7% | +42.8% | +16.5% |
| YTD | +30.5% | -10.5% | +41.0% | +25.5% |
| 1Y | +35.7% | +12.5% | +23.2% | +22.7% |
| 3Y | +68.4% | +153.8% | -85.4% | +14.7% |
| All | +71.7% | +289.0% | -217.3% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling