+136.4%
HST vs USFR
+28.5%
+107.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +11.6% | +0.4% | +11.3% | +11.4% |
| 3M | +9.5% | +1.1% | +8.5% | +8.8% |
| 6M | +18.9% | +2.0% | +16.9% | +17.5% |
| YTD | +51.0% | +3.4% | +47.6% | +47.9% |
| 1Y | +53.0% | +4.1% | +48.9% | +49.2% |
| 3Y | +87.5% | +14.3% | +73.2% | +72.8% |
| 5Y | +76.7% | +21.3% | +55.4% | +57.0% |
| 10Y | +137.9% | +28.5% | +109.4% | +106.9% |
| All | +136.4% | +28.5% | +107.9% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling