+273.2%
PANW vs HST
+82.3%
+190.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +2.7% | +3.6% | -0.9% | +1.5% |
| 30D | -14.1% | +11.2% | -25.3% | -17.1% |
| 3M | -18.6% | +13.1% | -31.7% | -22.0% |
| 6M | +41.5% | +23.9% | +17.6% | +30.6% |
| YTD | +74.9% | +52.3% | +22.7% | +48.8% |
| 1Y | +57.4% | +56.7% | +0.7% | +32.2% |
| 3Y | +152.1% | +87.5% | +64.6% | +90.5% |
| All | +273.2% | +82.3% | +190.9% | +181.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling