+289.2%
HST vs FTI
+2,165.1%
-1,876.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -1.0% | +5.3% | -6.3% | -3.1% |
| 30D | -12.3% | +15.3% | -27.6% | -17.5% |
| 3M | -6.4% | +15.8% | -22.1% | -12.7% |
| 6M | +15.0% | +22.6% | -7.6% | +3.8% |
| YTD | +30.5% | +79.5% | -49.0% | +0.4% |
| 1Y | +35.7% | +102.0% | -66.3% | -1.2% |
| 3Y | +68.4% | +315.8% | -247.4% | -13.8% |
| 5Y | +73.1% | +1,129.5% | -1,056.4% | -49.7% |
| 10Y | +92.7% | +320.9% | -228.2% | -28.7% |
| All | +289.2% | +2,165.1% | -1,876.0% | -25.4% |
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