+73.3%
PANW vs HST
+38.1%
+35.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.4% |
| 7D | -10.3% | -1.0% | -9.3% | -10.3% |
| 30D | -8.1% | -12.3% | +4.1% | -7.9% |
| 3M | +19.3% | -6.4% | +25.7% | +19.1% |
| 6M | +110.2% | +15.0% | +95.2% | +106.8% |
| YTD | +80.9% | +30.5% | +50.4% | +79.1% |
| 1Y | +73.3% | +35.7% | +37.6% | +67.1% |
| All | +73.3% | +38.1% | +35.2% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 1y: compounded portfolio wealth divided by compounded HST 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…
1y analysis · Full analysis span regression · 6 months rolling