+61.6%
HST vs FRMI
-91.8%
+153.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +13.8% | -14.8% | -1.1% |
| 7D | +3.6% | +34.6% | -31.0% | +3.3% |
| 30D | +9.9% | -44.6% | +54.5% | +10.2% |
| 3M | +12.9% | -72.9% | +85.8% | +13.2% |
| 6M | +22.9% | -62.3% | +85.2% | +23.5% |
| YTD | +52.4% | -74.3% | +126.7% | +53.8% |
| 1Y | +52.5% | -90.5% | +143.1% | +50.1% |
| All | +61.6% | -91.8% | +153.4% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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