+107.3%
HST vs PFGC
+292.0%
-184.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | +2.0% | -2.4% | +4.4% | +3.0% |
| 30D | -5.2% | -15.8% | +10.5% | +1.2% |
| 3M | -6.2% | -0.6% | -5.6% | -6.5% |
| 6M | +20.4% | +10.7% | +9.8% | +14.7% |
| YTD | +30.6% | +7.6% | +23.0% | +24.7% |
| 1Y | +37.4% | -7.8% | +45.2% | +39.4% |
| 3Y | +66.1% | +63.7% | +2.4% | +32.7% |
| 5Y | +73.7% | +112.3% | -38.5% | +22.2% |
| All | +107.3% | +292.0% | -184.7% | +15.9% |
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