+69.6%
HST vs PEG
+36.1%
+33.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -1.0% | +0.7% | -1.7% | -1.3% |
| 30D | -12.3% | -2.4% | -9.8% | -11.5% |
| 3M | -6.4% | -4.8% | -1.6% | -4.9% |
| 6M | +15.0% | -10.7% | +25.7% | +19.2% |
| YTD | +30.5% | -6.7% | +37.2% | +32.9% |
| 1Y | +35.7% | -6.8% | +42.5% | +38.1% |
| All | +69.6% | +36.1% | +33.4% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling