+1,331.9%
HST vs IFF
+848.0%
+484.0%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | -5.2% | -0.3% | -4.9% | -5.2% |
| 3M | -6.2% | +18.6% | -24.8% | -15.2% |
| 6M | +20.4% | +17.4% | +3.1% | +7.7% |
| YTD | +30.6% | +28.5% | +2.2% | +10.5% |
| 1Y | +37.4% | +32.5% | +4.8% | +13.4% |
| 3Y | +66.1% | +34.1% | +32.1% | +31.5% |
| 5Y | +73.7% | -35.2% | +108.9% | +97.5% |
| 10Y | +99.8% | -21.1% | +120.9% | +88.1% |
| All | +1,331.9% | +848.0% | +484.0% | +180.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling