+332.2%
PANW vs HST
+72.0%
+260.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +2.0% | +0.7% | +1.3% | +1.7% |
| 30D | -11.8% | -0.7% | -11.1% | -11.7% |
| 3M | +28.6% | -4.0% | +32.6% | +29.8% |
| 6M | +104.4% | +20.7% | +83.7% | +89.4% |
| YTD | +83.8% | +31.0% | +52.7% | +64.6% |
| 1Y | +71.5% | +36.2% | +35.3% | +50.8% |
| 3Y | +172.2% | +66.6% | +105.5% | +113.7% |
| 5Y | +332.2% | +75.8% | +256.4% | +239.0% |
| All | +332.2% | +72.0% | +260.2% | +239.0% |
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