+1,330.6%
HST vs PEG
+2,907.1%
-1,576.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | -1.0% | +0.7% | -1.7% | -1.4% |
| 30D | -12.3% | -2.4% | -9.8% | -11.1% |
| 3M | -6.4% | -4.8% | -1.6% | -4.1% |
| 6M | +15.0% | -10.7% | +25.7% | +21.6% |
| YTD | +30.5% | -6.7% | +37.2% | +34.4% |
| 1Y | +35.7% | -6.8% | +42.5% | +39.7% |
| 3Y | +68.4% | +34.5% | +33.9% | +39.0% |
| 5Y | +73.1% | +35.8% | +37.4% | +40.3% |
| 10Y | +92.7% | +141.7% | -49.0% | +13.1% |
| All | +1,330.6% | +2,907.1% | -1,576.4% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling