+3,705.5%
PANW vs HST
+158.0%
+3,547.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -6.9% | +2.0% | -8.9% | -7.6% |
| 30D | -7.4% | -5.2% | -2.1% | -6.0% |
| 3M | +26.5% | -6.2% | +32.8% | +28.6% |
| 6M | +104.2% | +20.4% | +83.7% | +91.5% |
| YTD | +82.9% | +30.6% | +52.3% | +66.8% |
| 1Y | +70.7% | +37.4% | +33.4% | +52.7% |
| 3Y | +170.9% | +66.1% | +104.8% | +124.4% |
| 5Y | +334.1% | +73.7% | +260.4% | +250.0% |
| 10Y | +1,275.6% | +99.8% | +1,175.8% | +865.8% |
| All | +3,705.5% | +158.0% | +3,547.5% | +2,307.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling