+78.1%
HST vs PR
+61.1%
+16.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.9% | -0.8% | -4.6% |
| 7D | -4.2% | -16.5% | +12.4% | -0.3% |
| 30D | +9.6% | -4.5% | +14.1% | +10.4% |
| 3M | -1.1% | +8.5% | -9.6% | -3.8% |
| 6M | +21.1% | -3.3% | +24.4% | +20.8% |
| YTD | +47.1% | +55.7% | -8.6% | +25.0% |
| 1Y | +64.0% | +82.0% | -18.0% | +32.1% |
| All | +78.1% | +61.1% | +16.9% | +41.0% |
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