+696.1%
PH vs HST
+133.9%
+562.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | +7.4% | +3.6% | +3.7% | +5.4% |
| 30D | +0.5% | +9.9% | -9.4% | -4.6% |
| 3M | -10.2% | +12.9% | -23.2% | -16.1% |
| 6M | +8.9% | +22.9% | -14.0% | -3.5% |
| YTD | +9.7% | +52.4% | -42.7% | -13.7% |
| 1Y | +12.8% | +52.5% | -39.7% | -11.4% |
| 3Y | +134.6% | +87.4% | +47.2% | +63.2% |
| 5Y | +204.5% | +82.9% | +121.6% | +106.3% |
| All | +696.1% | +133.9% | +562.2% | +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