+173.6%
HST vs FN
+3,620.5%
-3,446.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | -0.3% |
| 7D | -1.0% | -1.7% | +0.6% | -0.7% |
| 30D | -12.3% | -22.0% | +9.7% | -8.9% |
| 3M | -6.4% | -43.0% | +36.6% | +1.7% |
| 6M | +15.0% | -27.7% | +42.8% | +17.2% |
| YTD | +30.5% | -10.5% | +41.0% | +26.1% |
| 1Y | +35.7% | +12.5% | +23.2% | +23.6% |
| 3Y | +68.4% | +153.8% | -85.4% | +21.6% |
| 5Y | +73.1% | +288.0% | -214.9% | +10.9% |
| 10Y | +92.7% | +906.4% | -813.7% | -0.4% |
| All | +173.6% | +3,620.5% | -3,446.9% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling