+107.0%
HST vs PFGC
+287.3%
-180.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -0.3% | -3.7% | +3.4% | +1.2% |
| 30D | -2.8% | -16.0% | +13.2% | +3.9% |
| 3M | -6.5% | -4.1% | -2.3% | -5.3% |
| 6M | +20.7% | +8.7% | +12.0% | +15.8% |
| YTD | +30.5% | +6.4% | +24.1% | +25.2% |
| 1Y | +36.8% | -8.4% | +45.2% | +39.2% |
| 3Y | +65.9% | +61.8% | +4.1% | +33.1% |
| 5Y | +73.9% | +108.7% | -34.8% | +23.1% |
| 10Y | +107.0% | +298.1% | -191.1% | +16.3% |
| All | +107.0% | +287.3% | -180.3% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded PFGC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling