+253.6%
PH vs HST
+74.0%
+179.7%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | -3.1% | -1.0% | -2.0% | -2.6% |
| 30D | -3.2% | -12.3% | +9.0% | +3.0% |
| 3M | +10.6% | -6.4% | +16.9% | +13.4% |
| 6M | -2.1% | +15.0% | -17.1% | -10.3% |
| YTD | +10.2% | +30.5% | -20.3% | -5.9% |
| 1Y | +28.2% | +35.7% | -7.4% | +6.9% |
| 3Y | +134.9% | +68.4% | +66.5% | +72.9% |
| All | +253.6% | +74.0% | +179.7% | +147.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling