+107.0%
HST vs FTV
+78.2%
+28.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | -0.3% | -1.3% | +1.0% | +0.5% |
| 30D | -2.8% | -9.5% | +6.7% | +3.4% |
| 3M | -6.5% | -10.9% | +4.4% | -0.1% |
| 6M | +20.7% | -0.6% | +21.3% | +19.7% |
| YTD | +30.5% | +1.4% | +29.0% | +26.5% |
| 1Y | +36.8% | +17.6% | +19.1% | +19.9% |
| 3Y | +65.9% | -3.3% | +69.1% | +63.1% |
| 5Y | +73.9% | -0.1% | +74.1% | +64.3% |
| 10Y | +107.0% | +82.5% | +24.5% | +45.7% |
| All | +107.0% | +78.2% | +28.8% | +45.7% |
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