+65.7%
HST vs PBR
+101.4%
-35.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.2% | -1.7% | +0.1% |
| 7D | +0.7% | +4.2% | -3.6% | +0.1% |
| 30D | -0.7% | +22.7% | -23.4% | -3.7% |
| 3M | -4.0% | +21.5% | -25.5% | -7.0% |
| 6M | +20.7% | +24.0% | -3.3% | +15.4% |
| YTD | +31.0% | +88.2% | -57.2% | +13.5% |
| 1Y | +36.2% | +74.8% | -38.6% | +19.7% |
| All | +65.7% | +101.4% | -35.7% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling