+69.2%
HST vs IFF
-35.8%
+105.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +0.9% | -3.2% | +4.0% | +2.0% |
| 30D | -2.5% | -0.3% | -2.2% | -2.4% |
| 3M | -5.1% | +8.4% | -13.6% | -8.1% |
| 6M | +21.6% | +23.0% | -1.4% | +11.4% |
| YTD | +31.6% | +25.5% | +6.2% | +19.1% |
| 1Y | +36.1% | +29.1% | +7.1% | +21.3% |
| 3Y | +66.5% | +31.7% | +34.8% | +43.1% |
| All | +69.2% | -35.8% | +105.0% | +94.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling