+1,511.7%
HST vs PEG
+2,889.6%
-1,377.8%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.3% |
| 7D | -2.7% | -2.3% | -0.4% | -1.5% |
| 30D | +10.7% | +1.2% | +9.5% | +9.9% |
| 3M | +6.3% | -2.4% | +8.6% | +7.2% |
| 6M | +19.0% | -6.9% | +25.8% | +22.8% |
| YTD | +47.0% | -7.2% | +54.3% | +51.5% |
| 1Y | +53.4% | -8.9% | +62.3% | +59.6% |
| 3Y | +78.0% | +27.1% | +50.9% | +51.5% |
| 5Y | +71.7% | +33.8% | +37.9% | +40.1% |
| 10Y | +146.2% | +150.2% | -4.0% | +41.7% |
| All | +1,511.7% | +2,889.6% | -1,377.8% | +213.9% |
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