+108.1%
HST vs PNR
+66.6%
+41.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.8% | +1.2% |
| 7D | +0.7% | -5.5% | +6.2% | +3.7% |
| 30D | -0.7% | -15.6% | +14.9% | +8.6% |
| 3M | -4.0% | -20.2% | +16.2% | +6.4% |
| 6M | +20.7% | -36.6% | +57.3% | +51.2% |
| YTD | +31.0% | -45.0% | +76.0% | +76.9% |
| 1Y | +36.2% | -47.4% | +83.7% | +88.6% |
| 3Y | +66.6% | -13.7% | +80.4% | +70.0% |
| 5Y | +75.8% | -20.8% | +96.6% | +82.9% |
| All | +108.1% | +66.6% | +41.5% | +34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling