+104.3%
HST vs USFR
+27.5%
+76.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.0% | +0.1% | -1.1% | -1.1% |
| 30D | -12.3% | +0.3% | -12.6% | -12.4% |
| 3M | -6.4% | +1.0% | -7.4% | -6.9% |
| 6M | +15.0% | +1.9% | +13.1% | +13.7% |
| YTD | +30.5% | +2.6% | +27.9% | +28.5% |
| 1Y | +35.7% | +4.0% | +31.7% | +32.4% |
| 3Y | +68.4% | +14.1% | +54.3% | +55.4% |
| 5Y | +73.1% | +20.4% | +52.7% | +54.6% |
| 10Y | +92.7% | +28.0% | +64.7% | +68.3% |
| All | +104.3% | +27.5% | +76.8% | +78.8% |
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