+35.7%
HST vs PFG
+51.4%
-15.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | -1.0% | +5.5% | -6.6% | -3.2% |
| 30D | -12.3% | +2.4% | -14.6% | -13.1% |
| 3M | -6.4% | +13.6% | -19.9% | -11.9% |
| 6M | +15.0% | +27.9% | -12.9% | +1.7% |
| YTD | +30.5% | +35.6% | -5.0% | +12.6% |
| 1Y | +35.7% | +48.5% | -12.8% | +13.4% |
| All | +35.7% | +51.4% | -15.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 1y: compounded portfolio wealth divided by compounded PFG 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…
1y analysis · Full analysis span regression · 6 months rolling