+68.0%
HST vs FND
+57.3%
+10.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | -2.8% | -19.6% | +16.8% | +3.3% |
| 3M | -6.5% | -4.3% | -2.1% | -6.2% |
| 6M | +20.7% | -20.4% | +41.2% | +26.7% |
| YTD | +30.5% | -21.9% | +52.3% | +37.1% |
| 1Y | +36.8% | -45.2% | +82.0% | +58.6% |
| 3Y | +65.9% | -49.2% | +115.1% | +89.5% |
| 5Y | +73.9% | -61.8% | +135.7% | +104.3% |
| All | +68.0% | +57.3% | +10.7% | +31.5% |
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