+144.6%
HST vs PR
+65.1%
+79.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.6% | +2.4% |
| 7D | +0.6% | -9.5% | +10.1% | +2.2% |
| 30D | +14.5% | -5.7% | +20.2% | +15.4% |
| 3M | +15.4% | +3.0% | +12.4% | +14.5% |
| 6M | +22.0% | +11.8% | +10.2% | +18.9% |
| YTD | +54.9% | +58.5% | -3.6% | +42.0% |
| 1Y | +54.0% | +69.9% | -15.9% | +39.4% |
| 3Y | +90.4% | +84.9% | +5.5% | +68.2% |
| 5Y | +84.2% | +246.4% | -162.2% | +42.4% |
| 10Y | +144.6% | +70.3% | +74.3% | +57.7% |
| All | +144.6% | +65.1% | +79.6% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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