+164.8%
PANW vs HST
+65.3%
+99.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | +2.0% | -0.3% | +2.3% | +2.1% |
| 30D | -13.0% | -2.8% | -10.2% | -12.4% |
| 3M | +28.6% | -6.5% | +35.1% | +30.4% |
| 6M | +103.0% | +20.7% | +82.3% | +90.1% |
| YTD | +81.9% | +30.5% | +51.5% | +65.8% |
| 1Y | +69.6% | +36.8% | +32.9% | +51.7% |
| All | +164.8% | +65.3% | +99.5% | +106.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling