+72.1%
HST vs FND
-62.0%
+134.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.7% | +7.7% | -10.4% | -5.0% |
| 30D | +10.7% | +11.9% | -1.1% | +6.6% |
| 3M | +6.3% | -14.6% | +20.8% | +10.7% |
| 6M | +19.0% | +0.5% | +18.5% | +16.4% |
| YTD | +47.0% | -15.8% | +62.9% | +50.8% |
| 1Y | +53.4% | -12.9% | +66.4% | +55.4% |
| 3Y | +78.0% | -34.2% | +112.2% | +87.1% |
| All | +72.1% | -62.0% | +134.0% | +102.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling