+69.6%
HST vs FTV
-0.9%
+70.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.8% |
| 7D | -1.0% | -4.5% | +3.5% | +1.4% |
| 30D | -12.3% | -7.1% | -5.2% | -8.8% |
| 3M | -6.4% | -7.2% | +0.8% | -3.2% |
| 6M | +15.0% | -1.5% | +16.5% | +14.6% |
| YTD | +30.5% | +3.5% | +27.0% | +25.3% |
| 1Y | +35.7% | +20.3% | +15.3% | +18.0% |
| All | +69.6% | -0.9% | +70.5% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling