+196.7%
PH vs HST
+71.5%
+125.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.0% | -2.7% | +4.7% | +3.3% |
| 30D | -3.7% | +10.7% | -14.4% | -8.7% |
| 3M | -14.0% | +6.3% | -20.3% | -16.9% |
| 6M | +2.1% | +19.0% | -16.9% | -8.0% |
| YTD | +5.1% | +47.0% | -42.0% | -15.7% |
| 1Y | +10.9% | +53.4% | -42.5% | -13.2% |
| 3Y | +132.9% | +78.0% | +54.9% | +66.2% |
| All | +196.7% | +71.5% | +125.2% | +112.7% |
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 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