+80.1%
PEP vs HST
+142.8%
-62.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | +2.9% | -2.7% | +5.6% | +3.3% |
| 30D | +14.2% | +10.7% | +3.5% | +12.6% |
| 3M | +3.2% | +6.3% | -3.1% | +2.3% |
| 6M | -7.4% | +19.0% | -26.4% | -9.8% |
| YTD | +1.5% | +47.0% | -45.6% | -4.1% |
| 1Y | +3.9% | +53.4% | -49.6% | -2.4% |
| 3Y | -5.5% | +78.0% | -83.5% | -13.9% |
| 5Y | +0.1% | +71.7% | -71.6% | -9.6% |
| All | +80.1% | +142.8% | -62.7% | +55.3% |
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