+713.9%
PH vs HST
+143.2%
+570.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.5% |
| 7D | +2.1% | +0.6% | +1.6% | +1.7% |
| 30D | +0.3% | +14.5% | -14.2% | -6.8% |
| 3M | -8.8% | +15.4% | -24.2% | -15.7% |
| 6M | +10.0% | +22.0% | -11.9% | -2.1% |
| YTD | +10.5% | +54.9% | -44.4% | -13.8% |
| 1Y | +15.5% | +54.0% | -38.4% | -9.7% |
| 3Y | +136.4% | +90.4% | +45.9% | +63.2% |
| 5Y | +213.6% | +84.2% | +129.4% | +111.9% |
| 10Y | +713.9% | +144.6% | +569.3% | +347.7% |
| All | +713.9% | +143.2% | +570.7% | +347.7% |
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