+116.1%
PG vs HST
+110.3%
+5.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.2% | +1.6% |
| 7D | -0.8% | +0.9% | -1.7% | -0.9% |
| 30D | +0.8% | -2.5% | +3.3% | +1.1% |
| 3M | -1.3% | -5.1% | +3.8% | -0.9% |
| 6M | -3.8% | +21.6% | -25.4% | -5.8% |
| YTD | +3.6% | +31.6% | -28.0% | +0.5% |
| 1Y | -5.7% | +36.1% | -41.9% | -8.9% |
| 3Y | +1.6% | +66.5% | -64.9% | -4.6% |
| 5Y | +14.6% | +76.6% | -62.0% | +6.1% |
| All | +116.1% | +110.3% | +5.8% | +96.3% |
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 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