+99.8%
HST vs PFG
+239.4%
-139.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +1.0% |
| 7D | +2.0% | +6.0% | -4.0% | -2.1% |
| 30D | -5.2% | +2.2% | -7.5% | -6.9% |
| 3M | -6.2% | +10.4% | -16.6% | -12.8% |
| 6M | +20.4% | +27.8% | -7.3% | +1.6% |
| YTD | +30.6% | +33.6% | -3.0% | +6.7% |
| 1Y | +37.4% | +49.3% | -11.9% | +3.9% |
| 3Y | +66.1% | +69.7% | -3.6% | +13.9% |
| 5Y | +73.7% | +111.3% | -37.6% | +0.6% |
| 10Y | +99.8% | +240.3% | -140.5% | -16.0% |
| All | +99.8% | +239.4% | -139.6% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling