+36.8%
HST vs PEG
-5.7%
+42.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -2.8% | -1.7% | -1.0% | -2.3% |
| 3M | -6.5% | -6.8% | +0.3% | -4.5% |
| 6M | +20.7% | -11.4% | +32.1% | +25.3% |
| YTD | +30.5% | -7.2% | +37.7% | +31.6% |
| 1Y | +36.8% | -6.1% | +42.9% | +37.0% |
| All | +36.8% | -5.7% | +42.4% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling