+85.9%
HST vs PCOR
-10.0%
+95.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.7% | -5.7% |
| 7D | -4.2% | +23.7% | -27.9% | -9.1% |
| 30D | +9.6% | +39.0% | -29.4% | +1.0% |
| 3M | -1.1% | +35.8% | -36.9% | -8.8% |
| 6M | +21.1% | +38.2% | -17.1% | +10.1% |
| YTD | +47.1% | +3.9% | +43.2% | +41.8% |
| 1Y | +64.0% | +5.7% | +58.3% | +57.3% |
| 3Y | +77.1% | +44.8% | +32.3% | +52.1% |
| 5Y | +71.8% | -19.8% | +91.5% | +50.0% |
| All | +85.9% | -10.0% | +95.9% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling