+109.8%
HST vs PR
+169.5%
-59.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | -1.0% | +2.9% | -3.9% | -1.5% |
| 30D | -12.3% | +18.0% | -30.3% | -14.7% |
| 3M | -6.4% | +16.9% | -23.2% | -9.0% |
| 6M | +15.0% | +28.2% | -13.2% | +9.6% |
| YTD | +30.5% | +69.3% | -38.8% | +18.8% |
| 1Y | +35.7% | +69.5% | -33.8% | +23.2% |
| 3Y | +68.4% | +81.7% | -13.3% | +49.3% |
| 5Y | +73.1% | +422.2% | -349.1% | +26.4% |
| 10Y | +92.7% | +110.4% | -17.6% | +24.3% |
| All | +109.8% | +169.5% | -59.6% | +34.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling