+109.0%
HST vs PTEN
-15.6%
+124.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.5% |
| 7D | +0.9% | +3.5% | -2.6% | +0.1% |
| 30D | -2.5% | +17.5% | -20.0% | -6.3% |
| 3M | -5.1% | +12.7% | -17.9% | -9.0% |
| 6M | +21.6% | +33.1% | -11.5% | +10.3% |
| YTD | +31.6% | +116.4% | -84.8% | +5.2% |
| 1Y | +36.1% | +141.2% | -105.0% | +5.0% |
| 3Y | +66.5% | -3.8% | +70.3% | +54.2% |
| 5Y | +76.6% | +92.7% | -16.1% | +26.8% |
| All | +109.0% | -15.6% | +124.7% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 10y: compounded portfolio wealth divided by compounded PTEN 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…
10y analysis · Full analysis span regression · 6 months rolling