+89.6%
PEP vs HST
+143.2%
-53.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.9% |
| 7D | +4.6% | +0.6% | +4.0% | +4.5% |
| 30D | +14.0% | +14.5% | -0.5% | +11.9% |
| 3M | +5.4% | +15.4% | -10.0% | +3.3% |
| 6M | -5.1% | +22.0% | -27.1% | -7.8% |
| YTD | +3.1% | +54.9% | -51.7% | -3.2% |
| 1Y | +4.8% | +54.0% | -49.2% | -1.6% |
| 3Y | -4.1% | +90.4% | -94.6% | -13.4% |
| 5Y | +3.0% | +84.2% | -81.3% | -8.0% |
| 10Y | +89.6% | +144.6% | -55.0% | +63.3% |
| All | +89.6% | +143.2% | -53.7% | +63.3% |
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 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