+75.6%
HST vs PNR
-31.2%
+106.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.3% | -2.0% | +0.7% |
| 7D | +3.3% | +11.9% | -8.6% | +1.2% |
| 30D | +16.4% | +37.1% | -20.8% | +9.6% |
| 3M | +5.5% | +5.7% | -0.2% | +4.7% |
| 6M | +31.1% | -5.7% | +36.8% | +33.0% |
| YTD | +55.9% | -29.8% | +85.7% | +72.7% |
| 1Y | +75.6% | -31.8% | +107.4% | +98.8% |
| All | +75.6% | -31.2% | +106.8% | +98.8% |
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