+136.4%
PH vs HST
+90.3%
+46.0%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.6% |
| 7D | +2.1% | +0.6% | +1.6% | +1.7% |
| 30D | +0.3% | +14.5% | -14.2% | -7.3% |
| 3M | -8.8% | +15.4% | -24.2% | -16.2% |
| 6M | +10.0% | +22.0% | -11.9% | -3.8% |
| YTD | +10.5% | +54.9% | -44.4% | -17.6% |
| 1Y | +15.5% | +54.0% | -38.4% | -13.7% |
| All | +136.4% | +90.3% | +46.0% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling