-21.5%
PFE vs HST
+71.5%
-93.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.7% | -2.7% | -1.0% | -3.4% |
| 30D | +5.0% | +10.7% | -5.7% | +3.6% |
| 3M | +12.2% | +6.3% | +5.9% | +11.3% |
| 6M | +14.6% | +19.0% | -4.4% | +11.9% |
| YTD | +24.1% | +47.0% | -22.9% | +17.7% |
| 1Y | +26.6% | +53.4% | -26.9% | +19.4% |
| 3Y | +14.3% | +78.0% | -63.7% | +5.8% |
| All | -21.5% | +71.5% | -93.0% | -26.7% |
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 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