+710.0%
PH vs HST
+143.8%
+566.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.1% |
| 7D | +6.9% | -1.3% | +8.2% | +7.5% |
| 30D | +1.7% | +13.4% | -11.7% | -5.0% |
| 3M | -8.1% | +16.7% | -24.8% | -15.6% |
| 6M | +11.5% | +24.0% | -12.5% | -1.7% |
| YTD | +11.4% | +54.0% | -42.6% | -12.8% |
| 1Y | +14.1% | +55.0% | -40.9% | -11.2% |
| 3Y | +138.2% | +89.3% | +48.9% | +65.0% |
| 5Y | +216.0% | +85.4% | +130.6% | +112.7% |
| 10Y | +710.0% | +137.1% | +572.8% | +350.8% |
| All | +710.0% | +143.8% | +566.2% | +350.8% |
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