+87.5%
HST vs PNR
+15.8%
+71.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +3.6% | +0.3% | +3.3% | +3.5% |
| 30D | +11.2% | +31.7% | -20.5% | -0.9% |
| 3M | +13.1% | +2.6% | +10.5% | +11.8% |
| 6M | +23.9% | -6.4% | +30.3% | +25.7% |
| YTD | +52.3% | -33.4% | +85.7% | +82.8% |
| 1Y | +56.7% | -35.1% | +91.7% | +90.7% |
| 3Y | +87.5% | +17.1% | +70.4% | +65.6% |
| All | +87.5% | +15.8% | +71.7% | +65.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling