+69.4%
HST vs FRSH
-72.4%
+141.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.1% |
| 7D | -0.3% | -9.6% | +9.2% | +1.5% |
| 30D | -2.8% | -0.4% | -2.4% | -3.0% |
| 3M | -6.5% | +27.2% | -33.7% | -11.2% |
| 6M | +20.7% | +42.2% | -21.5% | +11.4% |
| YTD | +30.5% | -2.6% | +33.1% | +28.6% |
| 1Y | +36.8% | -10.2% | +46.9% | +36.7% |
| 3Y | +65.9% | -45.5% | +111.4% | +77.2% |
| All | +69.4% | -72.4% | +141.8% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling