+81.9%
PEP vs HST
+142.9%
-61.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +1.0% |
| 7D | +6.7% | -4.2% | +10.8% | +7.2% |
| 30D | +13.5% | +9.6% | +4.0% | +12.1% |
| 3M | +3.9% | -1.1% | +5.0% | +4.0% |
| 6M | -6.0% | +21.1% | -27.1% | -8.6% |
| YTD | +2.5% | +47.1% | -44.6% | -3.2% |
| 1Y | +3.9% | +64.0% | -60.1% | -3.3% |
| 3Y | -4.7% | +77.1% | -81.8% | -13.1% |
| 5Y | +1.1% | +71.8% | -70.7% | -8.7% |
| All | +81.9% | +142.9% | -61.1% | +56.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling