+695.9%
PH vs HST
+133.7%
+562.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +4.3% | +3.6% | +0.8% | +2.4% |
| 30D | +0.1% | +11.2% | -11.1% | -5.5% |
| 3M | -9.4% | +13.1% | -22.5% | -15.3% |
| 6M | +8.8% | +23.9% | -15.2% | -4.1% |
| YTD | +9.6% | +52.3% | -42.7% | -13.7% |
| 1Y | +14.4% | +56.7% | -42.2% | -11.5% |
| 3Y | +134.5% | +87.5% | +47.0% | +63.1% |
| 5Y | +204.4% | +82.8% | +121.6% | +106.3% |
| All | +695.9% | +133.7% | +562.1% | +345.5% |
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