+107.0%
HST vs PEG
+139.0%
-32.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.6% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -2.8% | -1.7% | -1.0% | -1.9% |
| 3M | -6.5% | -6.8% | +0.3% | -2.9% |
| 6M | +20.7% | -11.4% | +32.1% | +28.5% |
| YTD | +30.5% | -7.2% | +37.7% | +34.9% |
| 1Y | +36.8% | -6.1% | +42.9% | +40.3% |
| 3Y | +65.9% | +31.8% | +34.1% | +34.8% |
| 5Y | +73.9% | +35.6% | +38.3% | +36.2% |
| 10Y | +107.0% | +148.7% | -41.7% | +24.1% |
| All | +107.0% | +139.0% | -32.0% | +24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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