+65.0%
HST vs PCOR
-30.9%
+95.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.5% | +1.3% |
| 7D | -1.0% | -9.0% | +7.9% | +1.1% |
| 30D | -12.3% | +4.2% | -16.4% | -13.4% |
| 3M | -6.4% | +14.4% | -20.8% | -10.1% |
| 6M | +15.0% | +0.2% | +14.8% | +12.5% |
| YTD | +30.5% | -20.3% | +50.8% | +34.8% |
| 1Y | +35.7% | -16.1% | +51.8% | +37.6% |
| 3Y | +68.4% | -14.7% | +83.1% | +64.4% |
| 5Y | +73.1% | -43.2% | +116.3% | +62.9% |
| All | +65.0% | -30.9% | +95.9% | +53.8% |
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