+82.6%
HST vs PEG
+29.5%
+53.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.2% |
| 7D | -2.7% | -2.3% | -0.4% | -2.0% |
| 30D | +10.7% | +1.2% | +9.5% | +10.2% |
| 3M | +6.3% | -2.4% | +8.6% | +7.0% |
| 6M | +19.0% | -6.9% | +25.8% | +21.6% |
| YTD | +47.0% | -7.2% | +54.3% | +49.8% |
| 1Y | +53.4% | -8.9% | +62.3% | +57.4% |
| All | +82.6% | +29.5% | +53.1% | +59.8% |
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