+3,159.9%
PEP vs HST
+1,330.6%
+1,829.3%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.5% |
| 5Y | +3.0% | +73.1% | -70.1% | -7.0% |
| 10Y | +73.9% | +92.7% | -18.8% | +48.5% |
| All | +3,159.9% | +1,330.6% | +1,829.3% | +1,584.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling