+78.0%
HST vs PR
+64.2%
+13.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -2.0% | -0.5% |
| 7D | -2.7% | -16.4% | +13.7% | +1.2% |
| 30D | +10.7% | -1.9% | +12.6% | +10.8% |
| 3M | +6.3% | +8.0% | -1.7% | +3.6% |
| 6M | +19.0% | +4.1% | +14.9% | +16.4% |
| YTD | +47.0% | +58.7% | -11.7% | +24.4% |
| 1Y | +53.4% | +75.8% | -22.4% | +25.2% |
| 3Y | +78.0% | +73.2% | +4.8% | +40.3% |
| All | +78.0% | +64.2% | +13.8% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling