+1,569.3%
HST vs PNC
+3,908.5%
-2,339.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | +3.6% | +3.1% | +0.5% | +1.7% |
| 30D | +11.2% | +7.6% | +3.6% | +6.5% |
| 3M | +13.1% | -8.1% | +21.2% | +18.8% |
| 6M | +23.9% | +12.6% | +11.3% | +15.0% |
| YTD | +52.3% | +15.0% | +37.3% | +39.2% |
| 1Y | +56.7% | +30.4% | +26.3% | +32.8% |
| 3Y | +87.5% | +116.1% | -28.6% | +16.1% |
| 5Y | +82.8% | +37.5% | +45.3% | +45.8% |
| 10Y | +134.6% | +205.1% | -70.5% | +14.0% |
| All | +1,569.3% | +3,908.5% | -2,339.1% | +108.3% |
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