+35.7%
HST vs FTV
+21.5%
+14.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.7% |
| 7D | -1.0% | -4.6% | +3.6% | +0.6% |
| 30D | -12.3% | -7.2% | -5.1% | -10.0% |
| 3M | -6.4% | -7.3% | +0.9% | -4.3% |
| 6M | +15.0% | -1.6% | +16.6% | +14.5% |
| YTD | +30.5% | +3.3% | +27.2% | +26.9% |
| 1Y | +35.7% | +20.2% | +15.5% | +23.6% |
| All | +35.7% | +21.5% | +14.1% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling