+99.4%
HST vs FND
+70.0%
+29.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.6% |
| 7D | +0.6% | +6.8% | -6.3% | -1.5% |
| 30D | +14.5% | +13.1% | +1.4% | +10.1% |
| 3M | +15.4% | -13.1% | +28.5% | +19.3% |
| 6M | +22.0% | -0.6% | +22.5% | +19.9% |
| YTD | +54.9% | -15.5% | +70.4% | +58.3% |
| 1Y | +54.0% | -13.7% | +67.6% | +56.1% |
| 3Y | +90.4% | -35.0% | +125.4% | +102.0% |
| 5Y | +84.2% | -60.1% | +144.3% | +113.2% |
| All | +99.4% | +70.0% | +29.3% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling