+75.0%
PEP vs HST
+97.2%
-22.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | -1.4% | -1.0% | -0.4% | -1.3% |
| 30D | +0.2% | -12.3% | +12.5% | +2.0% |
| 3M | -1.1% | -6.4% | +5.2% | -0.3% |
| 6M | -13.5% | +15.0% | -28.5% | -15.3% |
| YTD | -1.2% | +30.5% | -31.7% | -5.0% |
| 1Y | -1.6% | +35.7% | -37.2% | -6.0% |
| 3Y | -12.5% | +68.4% | -80.9% | -19.8% |
| 5Y | +3.0% | +73.1% | -70.1% | -7.3% |
| All | +75.0% | +97.2% | -22.2% | +51.6% |
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