+35.7%
HST vs USFR
+4.0%
+31.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | -1.0% | +0.1% | -1.1% | -0.7% |
| 30D | -12.3% | +0.3% | -12.6% | -10.6% |
| 3M | -6.4% | +1.0% | -7.4% | +1.9% |
| 6M | +15.0% | +1.9% | +13.1% | +40.1% |
| YTD | +30.5% | +2.6% | +27.9% | +66.2% |
| 1Y | +35.7% | +4.0% | +31.7% | +88.6% |
| All | +35.7% | +4.0% | +31.7% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling