+592.8%
HST vs PFG
+1,015.3%
-422.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.2% |
| 7D | -1.0% | +5.5% | -6.6% | -4.5% |
| 30D | -12.3% | +2.4% | -14.6% | -13.8% |
| 3M | -6.4% | +13.6% | -19.9% | -14.0% |
| 6M | +15.0% | +27.9% | -12.9% | -1.8% |
| YTD | +30.5% | +35.6% | -5.0% | +7.2% |
| 1Y | +35.7% | +48.5% | -12.8% | +5.1% |
| 3Y | +68.4% | +66.9% | +1.5% | +20.2% |
| 5Y | +73.1% | +111.0% | -37.8% | +5.3% |
| 10Y | +92.7% | +244.5% | -151.8% | -17.8% |
| All | +592.8% | +1,015.3% | -422.5% | +55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling