+3.3%
PEP vs HST
+71.6%
-68.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.7% | +5.9% | +0.8% |
| 7D | +6.7% | -4.2% | +10.8% | +7.2% |
| 30D | +13.5% | +9.6% | +4.0% | +12.3% |
| 3M | +3.9% | -1.1% | +5.0% | +3.9% |
| 6M | -6.0% | +21.1% | -27.1% | -8.2% |
| YTD | +2.5% | +47.1% | -44.6% | -2.3% |
| 1Y | +3.9% | +64.0% | -60.1% | -2.3% |
| 3Y | -4.7% | +77.1% | -81.8% | -12.1% |
| All | +3.3% | +71.6% | -68.2% | -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