+3.7%
PEP vs HST
+76.4%
-72.7%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.3% | +2.5% | +3.7% |
| 7D | +7.4% | +3.3% | +4.1% | +7.2% |
| 30D | +13.3% | +16.4% | -3.0% | +12.4% |
| 3M | +3.5% | +5.5% | -2.0% | +2.9% |
| 6M | -5.9% | +31.1% | -37.0% | -6.7% |
| YTD | +2.3% | +55.9% | -53.7% | +0.6% |
| 1Y | +3.7% | +75.6% | -71.9% | +3.3% |
| All | +3.7% | +76.4% | -72.7% | +3.3% |
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 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