+73.7%
HST vs FTV
+4.3%
+69.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.5% |
| 7D | +2.0% | -0.4% | +2.4% | +2.2% |
| 30D | -5.2% | -8.3% | +3.1% | -0.4% |
| 3M | -6.2% | -7.4% | +1.2% | -2.6% |
| 6M | +20.4% | -1.2% | +21.6% | +19.8% |
| YTD | +30.6% | +2.7% | +27.9% | +25.8% |
| 1Y | +37.4% | +18.4% | +18.9% | +20.3% |
| 3Y | +66.1% | -2.0% | +68.2% | +62.0% |
| 5Y | +73.7% | +3.4% | +70.3% | +56.0% |
| All | +73.7% | +4.3% | +69.4% | +56.0% |
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