+56.7%
HST vs PR
+78.8%
-22.1%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | 0.0% |
| 7D | +3.6% | +6.0% | -2.4% | +3.8% |
| 30D | +11.2% | -4.2% | +15.4% | +10.9% |
| 3M | +13.1% | +10.0% | +3.1% | +14.0% |
| 6M | +23.9% | +15.6% | +8.3% | +25.3% |
| YTD | +52.3% | +68.2% | -15.9% | +40.7% |
| 1Y | +56.7% | +79.2% | -22.5% | +44.7% |
| All | +56.7% | +78.8% | -22.1% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling