+24.0%
HST vs FRMI
-64.3%
+88.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +17.5% | -18.1% | -1.0% |
| 7D | -1.3% | -0.5% | -0.7% | -1.3% |
| 30D | +13.4% | -44.3% | +57.7% | +14.4% |
| 3M | +16.7% | -74.6% | +91.3% | +18.3% |
| 6M | +24.0% | -66.3% | +90.3% | +27.4% |
| All | +24.0% | -64.3% | +88.3% | +27.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling