+31.1%
HST vs PR
+2.9%
+28.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +0.4% |
| 7D | +3.3% | -12.1% | +15.4% | +1.6% |
| 30D | +16.4% | +0.9% | +15.5% | +16.6% |
| 3M | +5.5% | +10.1% | -4.7% | +8.6% |
| 6M | +31.1% | +1.1% | +30.0% | +30.8% |
| All | +31.1% | +2.9% | +28.2% | +30.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling