+73.9%
HST vs PBR
+566.8%
-492.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -0.3% | +0.3% | -0.7% | -0.4% |
| 30D | -2.8% | +17.5% | -20.3% | -5.6% |
| 3M | -6.5% | +20.9% | -27.4% | -9.8% |
| 6M | +20.7% | +20.2% | +0.5% | +15.7% |
| YTD | +30.5% | +84.3% | -53.8% | +14.2% |
| 1Y | +36.8% | +77.1% | -40.3% | +20.4% |
| 3Y | +65.9% | +100.8% | -34.9% | +40.2% |
| 5Y | +73.9% | +556.1% | -482.2% | +6.7% |
| All | +73.9% | +566.8% | -492.9% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling