+361.7%
HST vs FTI
+1,731.3%
-1,369.6%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.2% |
| 7D | +0.6% | -3.3% | +3.9% | +1.9% |
| 30D | +14.5% | -7.2% | +21.7% | +17.5% |
| 3M | +15.4% | -12.9% | +28.3% | +21.1% |
| 6M | +22.0% | -7.9% | +29.8% | +23.7% |
| YTD | +54.9% | +45.2% | +9.7% | +29.0% |
| 1Y | +54.0% | +48.1% | +5.9% | +27.1% |
| 3Y | +90.4% | +205.0% | -114.5% | +10.7% |
| 5Y | +84.2% | +838.8% | -754.6% | -39.8% |
| 10Y | +144.6% | +174.8% | -30.2% | +9.0% |
| All | +361.7% | +1,731.3% | -1,369.6% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling