+69.6%
HST vs PFGC
+65.1%
+4.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | -1.0% | -2.2% | +1.2% | -0.2% |
| 30D | -12.3% | -11.9% | -0.3% | -8.1% |
| 3M | -6.4% | +5.0% | -11.4% | -9.0% |
| 6M | +15.0% | +8.6% | +6.4% | +9.6% |
| YTD | +30.5% | +9.7% | +20.8% | +22.3% |
| 1Y | +35.7% | -6.3% | +42.0% | +37.6% |
| All | +69.6% | +65.1% | +4.4% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling