+61.4%
HST vs FRMI
-89.6%
+151.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +26.7% | -26.8% | -0.3% |
| 7D | +3.6% | +66.2% | -62.7% | +3.1% |
| 30D | +11.2% | -17.4% | +28.6% | +11.2% |
| 3M | +13.1% | -60.5% | +73.6% | +13.2% |
| 6M | +23.9% | -56.5% | +80.4% | +24.3% |
| YTD | +52.3% | -67.4% | +119.7% | +53.3% |
| 1Y | +56.7% | -85.1% | +141.8% | +54.5% |
| All | +61.4% | -89.6% | +151.1% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling