+35.7%
HST vs PNR
-43.1%
+78.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -1.0% | -2.4% | +1.3% | -0.5% |
| 30D | -12.3% | -12.8% | +0.5% | -9.7% |
| 3M | -6.4% | -17.0% | +10.6% | -3.4% |
| 6M | +15.0% | -37.4% | +52.4% | +30.2% |
| YTD | +30.5% | -41.6% | +72.1% | +50.0% |
| 1Y | +35.7% | -44.6% | +80.3% | +58.7% |
| All | +35.7% | -43.1% | +78.7% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling