+14.2%
PH vs HST
+53.2%
-39.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +4.1% | +3.6% | +0.6% | +3.0% |
| 30D | -0.1% | +11.2% | -11.3% | -3.2% |
| 3M | -9.6% | +13.1% | -22.7% | -12.9% |
| 6M | +8.5% | +23.9% | -15.4% | -3.0% |
| YTD | +9.4% | +52.3% | -42.9% | -11.5% |
| 1Y | +14.2% | +56.7% | -42.5% | -8.5% |
| All | +14.2% | +53.2% | -39.0% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling