+701.4%
HST vs PFG
+1,003.0%
-301.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.0% | -1.4% | +0.2% |
| 7D | -1.1% | +2.3% | -3.4% | -2.5% |
| 30D | +11.6% | +7.6% | +4.0% | +6.7% |
| 3M | +9.5% | +2.5% | +7.0% | +7.3% |
| 6M | +18.9% | +16.6% | +2.3% | +7.3% |
| YTD | +51.0% | +34.1% | +16.9% | +24.7% |
| 1Y | +53.0% | +44.1% | +8.9% | +20.8% |
| 3Y | +87.5% | +86.3% | +1.2% | +25.0% |
| 5Y | +76.7% | +101.6% | -24.9% | +10.6% |
| 10Y | +137.9% | +197.9% | -60.0% | +10.8% |
| All | +701.4% | +1,003.0% | -301.5% | +80.9% |
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