+4,692.5%
PG vs HST
+1,569.3%
+3,123.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.1% | +1.1% |
| 7D | +2.7% | +3.6% | -0.9% | +2.2% |
| 30D | +9.2% | +11.2% | -2.0% | +7.6% |
| 3M | +18.5% | +13.1% | +5.4% | +16.5% |
| 6M | +21.1% | +23.9% | -2.8% | +17.4% |
| YTD | +21.9% | +52.3% | -30.4% | +14.9% |
| 1Y | +18.1% | +56.7% | -38.6% | +10.9% |
| 3Y | +20.6% | +87.5% | -67.0% | +9.5% |
| 5Y | +31.8% | +82.8% | -51.0% | +18.3% |
| 10Y | +166.5% | +134.6% | +31.9% | +121.3% |
| All | +4,692.5% | +1,569.3% | +3,123.2% | +2,209.0% |
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