+95.7%
HST vs PCOR
-9.2%
+105.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.3% | +2.8% | +2.6% |
| 7D | +0.6% | +20.7% | -20.1% | -4.1% |
| 30D | +14.5% | +35.7% | -21.2% | +6.2% |
| 3M | +15.4% | +31.1% | -15.6% | +7.3% |
| 6M | +22.0% | +43.1% | -21.1% | +10.0% |
| YTD | +54.9% | +4.8% | +50.0% | +49.0% |
| 1Y | +54.0% | -3.7% | +57.6% | +51.6% |
| 3Y | +90.4% | +46.5% | +43.9% | +63.3% |
| 5Y | +84.2% | -17.3% | +101.5% | +60.4% |
| All | +95.7% | -9.2% | +105.0% | +70.1% |
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