+109.0%
HST vs PBR
+697.0%
-587.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +0.9% | +5.4% | -4.5% | -0.5% |
| 30D | -2.5% | +22.9% | -25.3% | -7.7% |
| 3M | -5.1% | +19.6% | -24.8% | -9.9% |
| 6M | +21.6% | +16.5% | +5.1% | +15.6% |
| YTD | +31.6% | +86.7% | -55.0% | +9.7% |
| 1Y | +36.1% | +74.7% | -38.6% | +15.2% |
| 3Y | +66.5% | +102.6% | -36.1% | +32.4% |
| 5Y | +76.6% | +566.6% | -490.0% | -5.3% |
| All | +109.0% | +697.0% | -587.9% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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