+66.7%
PANW vs HST
+36.5%
+30.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.3% |
| 7D | -0.8% | +0.9% | -1.6% | -0.8% |
| 30D | -14.6% | -2.5% | -12.1% | -14.5% |
| 3M | +18.3% | -5.1% | +23.4% | +18.1% |
| 6M | +100.5% | +21.6% | +78.9% | +96.9% |
| YTD | +79.5% | +31.6% | +47.9% | +77.4% |
| 1Y | +66.7% | +36.1% | +30.6% | +59.1% |
| All | +66.7% | +36.5% | +30.2% | +59.1% |
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