+87.5%
HST vs IFF
+22.2%
+65.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.4% |
| 7D | +3.6% | -1.8% | +5.3% | +4.1% |
| 30D | +11.2% | -9.4% | +20.6% | +14.2% |
| 3M | +13.1% | -3.0% | +16.1% | +13.7% |
| 6M | +23.9% | +5.8% | +18.1% | +21.0% |
| YTD | +52.3% | +22.4% | +29.9% | +40.1% |
| 1Y | +56.7% | +23.0% | +33.6% | +43.7% |
| 3Y | +87.5% | +21.8% | +65.7% | +63.8% |
| All | +87.5% | +22.2% | +65.3% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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