+85.8%
HST vs PCOR
-10.3%
+96.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -2.7% | +22.7% | -25.4% | -7.6% |
| 30D | +10.7% | +37.5% | -26.8% | +2.3% |
| 3M | +6.3% | +35.2% | -28.9% | -2.0% |
| 6M | +19.0% | +42.2% | -23.3% | +7.4% |
| YTD | +47.0% | +3.6% | +43.5% | +41.9% |
| 1Y | +53.4% | -4.8% | +58.2% | +51.4% |
| 3Y | +78.0% | +48.3% | +29.7% | +52.0% |
| 5Y | +71.7% | -20.1% | +91.7% | +50.0% |
| All | +85.8% | -10.3% | +96.2% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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