+131.7%
HST vs PFGC
+342.4%
-210.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | +0.7% |
| 7D | -2.7% | +8.5% | -11.2% | -6.2% |
| 30D | +10.7% | +15.0% | -4.3% | +4.2% |
| 3M | +6.3% | -6.2% | +12.4% | +8.1% |
| 6M | +19.0% | +15.7% | +3.2% | +10.9% |
| YTD | +47.0% | +19.6% | +27.5% | +33.9% |
| 1Y | +53.4% | +13.2% | +40.3% | +42.8% |
| 3Y | +78.0% | +77.0% | +1.0% | +37.1% |
| 5Y | +71.7% | +121.5% | -49.8% | +18.1% |
| All | +131.7% | +342.4% | -210.7% | +24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling