+144.6%
HST vs FTV
+107.5%
+37.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.0% |
| 7D | +0.6% | +1.4% | -0.8% | -0.2% |
| 30D | +14.5% | +18.3% | -3.8% | +2.9% |
| 3M | +15.4% | +9.8% | +5.6% | +8.4% |
| 6M | +22.0% | +12.3% | +9.7% | +12.2% |
| YTD | +54.9% | +23.1% | +31.8% | +32.5% |
| 1Y | +54.0% | +32.5% | +21.4% | +25.3% |
| 3Y | +90.4% | +38.3% | +52.1% | +48.5% |
| 5Y | +84.2% | +16.8% | +67.4% | +57.5% |
| 10Y | +144.6% | +106.6% | +38.1% | +56.6% |
| All | +144.6% | +107.5% | +37.1% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling