+73.7%
HST vs FTI
+1,110.9%
-1,037.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | +2.0% | -0.2% | +2.2% | +2.0% |
| 30D | -5.2% | +12.3% | -17.6% | -8.0% |
| 3M | -6.2% | +13.8% | -20.0% | -9.6% |
| 6M | +20.4% | +24.3% | -3.8% | +12.8% |
| YTD | +30.6% | +75.8% | -45.1% | +11.6% |
| 1Y | +37.4% | +99.6% | -62.3% | +13.2% |
| 3Y | +66.1% | +278.4% | -212.3% | +13.3% |
| 5Y | +73.7% | +1,168.7% | -1,095.0% | -22.1% |
| All | +73.7% | +1,110.9% | -1,037.2% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling