+22,650.5%
PH vs HST
+1,511.7%
+21,138.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +2.0% | -2.7% | +4.7% | +2.9% |
| 30D | -3.7% | +10.7% | -14.4% | -6.9% |
| 3M | -14.0% | +6.3% | -20.3% | -15.9% |
| 6M | +2.1% | +19.0% | -16.9% | -4.2% |
| YTD | +5.1% | +47.0% | -42.0% | -8.1% |
| 1Y | +10.9% | +53.4% | -42.5% | -4.4% |
| 3Y | +132.9% | +78.0% | +54.9% | +91.1% |
| 5Y | +200.1% | +71.7% | +128.4% | +145.3% |
| 10Y | +783.8% | +146.2% | +637.6% | +530.6% |
| All | +22,650.5% | +1,511.7% | +21,138.8% | +9,409.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling