+150.7%
HST vs PR
+160.5%
-9.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.8% | +2.3% |
| 7D | +3.3% | -12.1% | +15.4% | +5.3% |
| 30D | +16.4% | +0.9% | +15.5% | +16.0% |
| 3M | +5.5% | +10.1% | -4.7% | +3.4% |
| 6M | +31.1% | +1.1% | +30.0% | +29.9% |
| YTD | +55.9% | +63.7% | -7.7% | +42.3% |
| 1Y | +75.6% | +87.0% | -11.4% | +56.7% |
| 3Y | +87.8% | +70.7% | +17.0% | +68.0% |
| 5Y | +86.6% | +246.8% | -160.2% | +44.5% |
| 10Y | +161.1% | +72.6% | +88.5% | +67.9% |
| All | +150.7% | +160.5% | -9.7% | +61.1% |
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