+66.1%
HST vs FND
-49.6%
+115.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.6% | +4.7% | +1.4% |
| 7D | +2.0% | +0.4% | +1.6% | +1.8% |
| 30D | -5.2% | -23.6% | +18.3% | +2.0% |
| 3M | -6.2% | +4.3% | -10.6% | -8.6% |
| 6M | +20.4% | -20.3% | +40.7% | +26.5% |
| YTD | +30.6% | -21.3% | +51.9% | +37.1% |
| 1Y | +37.4% | -45.4% | +82.7% | +60.6% |
| 3Y | +66.1% | -48.9% | +115.0% | +89.6% |
| All | +66.1% | -49.6% | +115.7% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling