+57.4%
PANW vs HST
+53.2%
+4.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +2.7% | +3.6% | -0.9% | +2.4% |
| 30D | -14.1% | +11.2% | -25.3% | -13.5% |
| 3M | -18.6% | +13.1% | -31.7% | -17.9% |
| 6M | +41.5% | +23.9% | +17.6% | +42.0% |
| YTD | +74.9% | +52.3% | +22.7% | +76.1% |
| 1Y | +57.4% | +56.7% | +0.7% | +57.2% |
| All | +57.4% | +53.2% | +4.2% | +57.2% |
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