+1,330.6%
HST vs PNC
+4,099.5%
-2,768.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.0% | +1.4% | -2.4% | -1.8% |
| 30D | -12.3% | -3.8% | -8.4% | -10.2% |
| 3M | -6.4% | +9.0% | -15.4% | -11.3% |
| 6M | +15.0% | +16.6% | -1.6% | +4.5% |
| YTD | +30.5% | +20.4% | +10.1% | +16.1% |
| 1Y | +35.7% | +22.3% | +13.3% | +19.3% |
| 3Y | +68.4% | +124.5% | -56.2% | +1.7% |
| 5Y | +73.1% | +54.1% | +19.1% | +28.7% |
| 10Y | +92.7% | +276.3% | -183.5% | -17.3% |
| All | +1,330.6% | +4,099.5% | -2,768.9% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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