+73.7%
HST vs PEG
+38.2%
+35.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.2% |
| 7D | +2.0% | +1.0% | +1.0% | +1.6% |
| 30D | -5.2% | -1.9% | -3.4% | -4.5% |
| 3M | -6.2% | -3.7% | -2.6% | -4.9% |
| 6M | +20.4% | -9.4% | +29.9% | +25.0% |
| YTD | +30.6% | -6.0% | +36.6% | +33.1% |
| 1Y | +37.4% | -4.4% | +41.7% | +38.9% |
| 3Y | +66.1% | +33.5% | +32.6% | +41.6% |
| 5Y | +73.7% | +35.7% | +38.0% | +46.3% |
| All | +73.7% | +38.2% | +35.5% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling