+70.9%
HST vs FRSH
-72.5%
+143.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +0.9% | -6.6% | +7.5% | +2.1% |
| 30D | -2.5% | +2.1% | -4.6% | -3.1% |
| 3M | -5.1% | +29.0% | -34.1% | -10.1% |
| 6M | +21.6% | +48.6% | -27.0% | +11.2% |
| YTD | +31.6% | -2.9% | +34.6% | +29.8% |
| 1Y | +36.1% | -7.9% | +44.0% | +35.4% |
| 3Y | +66.5% | -46.5% | +113.0% | +78.5% |
| All | +70.9% | -72.5% | +143.4% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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