+575.2%
HLT vs PFG
+251.1%
+324.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.6% |
| 7D | -1.6% | -0.4% | -1.2% | -1.4% |
| 30D | -5.0% | +2.9% | -7.9% | -6.6% |
| 3M | -10.4% | +6.7% | -17.1% | -13.8% |
| 6M | +3.2% | +33.8% | -30.5% | -11.6% |
| YTD | +6.7% | +35.0% | -28.2% | -9.4% |
| 1Y | +10.3% | +46.4% | -36.1% | -10.6% |
| 3Y | +99.3% | +71.7% | +27.7% | +46.5% |
| 5Y | +143.7% | +113.7% | +30.0% | +57.0% |
| All | +575.2% | +251.1% | +324.2% | +232.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling