+3,449.8%
PFE vs HST
+1,512.4%
+1,937.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.7% | +2.7% | -2.0% |
| 7D | -0.2% | -4.2% | +3.9% | +0.5% |
| 30D | +8.7% | +9.6% | -0.9% | +6.9% |
| 3M | +15.8% | -1.1% | +16.9% | +15.8% |
| 6M | +16.8% | +21.1% | -4.2% | +12.7% |
| YTD | +26.2% | +47.1% | -20.9% | +17.5% |
| 1Y | +29.9% | +64.0% | -34.1% | +18.6% |
| 3Y | +15.9% | +77.1% | -61.2% | +3.6% |
| 5Y | -20.6% | +71.8% | -92.4% | -30.3% |
| 10Y | +65.4% | +146.3% | -80.9% | +29.6% |
| All | +3,449.8% | +1,512.4% | +1,937.5% | +1,545.3% |
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