+72.1%
HST vs FTV
+13.4%
+58.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -2.7% | +0.2% | -2.9% | -2.8% |
| 30D | +10.7% | +15.7% | -5.0% | +1.6% |
| 3M | +6.3% | +7.5% | -1.3% | +1.5% |
| 6M | +19.0% | +8.5% | +10.5% | +12.4% |
| YTD | +47.0% | +18.8% | +28.2% | +29.7% |
| 1Y | +53.4% | +28.5% | +24.9% | +28.5% |
| 3Y | +78.0% | +34.0% | +44.0% | +42.9% |
| All | +72.1% | +13.4% | +58.7% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling