-20.7%
PFE vs HST
+74.0%
-94.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +1.8% | -1.0% | +2.8% | +1.9% |
| 30D | +10.2% | -12.3% | +22.5% | +12.0% |
| 3M | +12.7% | -6.4% | +19.0% | +13.5% |
| 6M | +10.5% | +15.0% | -4.5% | +8.2% |
| YTD | +20.2% | +30.5% | -10.4% | +15.6% |
| 1Y | +24.1% | +35.7% | -11.6% | +18.7% |
| 3Y | -3.6% | +68.4% | -71.9% | -9.9% |
| All | -20.7% | +74.0% | -94.7% | -19.8% |
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