+48.8%
PFE vs HST
+133.7%
-84.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.7% | +3.6% | -5.3% | -2.3% |
| 30D | +0.3% | +11.2% | -10.9% | -1.4% |
| 3M | +9.4% | +13.1% | -3.7% | +7.1% |
| 6M | +14.9% | +23.9% | -9.0% | +10.6% |
| YTD | +23.8% | +52.3% | -28.5% | +14.9% |
| 1Y | +19.5% | +56.7% | -37.1% | +10.3% |
| 3Y | +21.0% | +87.5% | -66.5% | +7.6% |
| 5Y | -23.9% | +82.8% | -106.7% | -33.2% |
| All | +48.8% | +133.7% | -84.9% | +23.7% |
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