+71.8%
HST vs FN
+148.3%
-76.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -14.2% | +8.6% | -3.7% |
| 7D | -4.2% | -16.0% | +11.8% | -2.1% |
| 30D | +9.6% | -40.1% | +49.7% | +17.0% |
| 3M | -1.1% | -43.9% | +42.8% | +5.7% |
| 6M | +21.1% | -55.6% | +76.7% | +32.3% |
| YTD | +47.1% | -35.7% | +82.7% | +46.8% |
| 1Y | +64.0% | -39.8% | +103.9% | +64.6% |
| 3Y | +77.1% | +80.3% | -3.1% | +25.5% |
| 5Y | +71.8% | +143.3% | -71.5% | +0.2% |
| All | +71.8% | +148.3% | -76.5% | +0.2% |
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