+107.0%
HST vs FTI
+297.7%
-190.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -0.3% | -2.3% | +2.0% | +0.5% |
| 30D | -2.8% | +5.0% | -7.8% | -4.5% |
| 3M | -6.5% | +13.8% | -20.3% | -11.1% |
| 6M | +20.7% | +22.9% | -2.2% | +10.9% |
| YTD | +30.5% | +75.0% | -44.5% | +6.0% |
| 1Y | +36.8% | +96.9% | -60.1% | +6.3% |
| 3Y | +65.9% | +276.7% | -210.8% | -0.9% |
| 5Y | +73.9% | +1,157.0% | -1,083.1% | -38.2% |
| 10Y | +107.0% | +310.7% | -203.6% | -20.6% |
| All | +107.0% | +297.7% | -190.6% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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