+62.2%
PANW vs HST
+76.4%
-14.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.6% |
| 7D | -11.8% | +3.3% | -15.1% | -11.6% |
| 30D | -14.4% | +16.4% | -30.8% | -13.9% |
| 3M | -5.0% | +5.5% | -10.5% | -4.3% |
| 6M | +88.6% | +31.1% | +57.4% | +88.6% |
| YTD | +88.9% | +55.9% | +33.0% | +88.0% |
| 1Y | +62.2% | +75.6% | -13.4% | +57.6% |
| All | +62.2% | +76.4% | -14.1% | +57.6% |
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