+1,569.3%
HST vs IFF
+802.8%
+766.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -0.6% |
| 7D | +3.6% | -1.8% | +5.3% | +4.5% |
| 30D | +11.2% | -9.4% | +20.6% | +16.8% |
| 3M | +13.1% | -3.0% | +16.1% | +14.3% |
| 6M | +23.9% | +5.8% | +18.1% | +18.4% |
| YTD | +52.3% | +22.4% | +29.9% | +31.6% |
| 1Y | +56.7% | +23.0% | +33.6% | +34.7% |
| 3Y | +87.5% | +21.8% | +65.7% | +56.3% |
| 5Y | +82.8% | -39.2% | +122.0% | +115.5% |
| 10Y | +134.6% | -12.4% | +147.0% | +106.5% |
| All | +1,569.3% | +802.8% | +766.5% | +233.5% |
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 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