+4.7%
PEP vs HST
+74.0%
-69.2%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.7% |
| 3M | -1.1% | -6.4% | +5.2% | -0.4% |
| 6M | -13.5% | +15.0% | -28.5% | -15.0% |
| YTD | -1.2% | +30.5% | -31.7% | -4.4% |
| 1Y | -1.6% | +35.7% | -37.2% | -5.3% |
| 3Y | -12.5% | +68.4% | -80.9% | -18.9% |
| All | +4.7% | +74.0% | -69.2% | -1.0% |
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