+54.0%
HST vs FND
-13.4%
+67.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.4% |
| 7D | +0.6% | +6.8% | -6.3% | -1.0% |
| 30D | +14.5% | +13.1% | +1.4% | +11.0% |
| 3M | +15.4% | -13.1% | +28.5% | +18.9% |
| 6M | +22.0% | -0.6% | +22.5% | +20.8% |
| YTD | +54.9% | -15.5% | +70.4% | +58.0% |
| 1Y | +54.0% | -13.7% | +67.6% | +55.3% |
| All | +54.0% | -13.4% | +67.4% | +55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling