+46.2%
PFE vs HST
+143.2%
-97.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.1% | 0.0% |
| 7D | -0.7% | +0.6% | -1.3% | -0.8% |
| 30D | +5.3% | +14.5% | -9.1% | +3.0% |
| 3M | +10.1% | +15.4% | -5.3% | +7.5% |
| 6M | +18.0% | +22.0% | -4.0% | +13.9% |
| YTD | +25.8% | +54.9% | -29.0% | +16.5% |
| 1Y | +28.4% | +54.0% | -25.5% | +19.0% |
| 3Y | +20.9% | +90.4% | -69.5% | +7.4% |
| 5Y | -21.5% | +84.2% | -105.7% | -31.1% |
| 10Y | +46.2% | +144.6% | -98.4% | +22.5% |
| All | +46.2% | +143.2% | -97.0% | +22.5% |
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