+4.4%
PEP vs HST
+82.3%
-77.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | +2.9% | +3.6% | -0.7% | +2.5% |
| 30D | +12.5% | +11.2% | +1.3% | +11.1% |
| 3M | +4.5% | +13.1% | -8.6% | +3.0% |
| 6M | -0.5% | +23.9% | -24.4% | -3.1% |
| YTD | +4.4% | +52.3% | -47.9% | -0.9% |
| 1Y | +4.4% | +56.7% | -52.3% | -1.3% |
| 3Y | -3.4% | +87.5% | -90.9% | -11.5% |
| All | +4.4% | +82.3% | -77.9% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling