+226.9%
HST vs FN
+3,020.0%
-2,793.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.0% | +7.2% | +2.3% |
| 7D | +3.3% | -7.0% | +10.3% | +4.3% |
| 30D | +16.4% | -24.7% | +41.1% | +21.4% |
| 3M | +5.5% | -35.7% | +41.1% | +12.0% |
| 6M | +31.1% | -52.4% | +83.5% | +44.4% |
| YTD | +55.9% | -25.0% | +80.9% | +53.7% |
| 1Y | +75.6% | -25.7% | +101.3% | +72.0% |
| 3Y | +87.8% | +110.2% | -22.5% | +38.8% |
| 5Y | +86.6% | +192.3% | -105.7% | +25.0% |
| 10Y | +161.1% | +812.3% | -651.2% | +36.3% |
| All | +226.9% | +3,020.0% | -2,793.1% | +36.1% |
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