+811.9%
PGR vs HST
+110.3%
+701.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -0.6% | +0.9% | -1.5% | -0.7% |
| 30D | +4.9% | -2.5% | +7.4% | +5.3% |
| 3M | +7.6% | -5.1% | +12.8% | +8.2% |
| 6M | +8.3% | +21.6% | -13.4% | +5.2% |
| YTD | +1.7% | +31.6% | -29.9% | -2.3% |
| 1Y | -6.8% | +36.1% | -43.0% | -11.0% |
| 3Y | +73.4% | +66.5% | +7.0% | +59.5% |
| 5Y | +161.2% | +76.6% | +84.6% | +134.2% |
| All | +811.9% | +110.3% | +701.5% | +703.3% |
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