+68.0%
HST vs FND
+66.0%
+2.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | -1.0% | -5.2% | +4.2% | +0.4% |
| 30D | -12.3% | -19.9% | +7.6% | -6.6% |
| 3M | -6.4% | +2.7% | -9.1% | -8.1% |
| 6M | +15.0% | -21.7% | +36.7% | +21.4% |
| YTD | +30.5% | -17.5% | +48.0% | +35.1% |
| 1Y | +35.7% | -39.3% | +75.0% | +52.7% |
| 3Y | +68.4% | -49.8% | +118.1% | +93.0% |
| 5Y | +73.1% | -60.1% | +133.2% | +100.9% |
| All | +68.0% | +66.0% | +2.0% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling