-22.3%
PINS vs HST
+77.2%
-99.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | -2.1% | -2.7% | +0.6% | -0.7% |
| 30D | -6.6% | +10.7% | -17.3% | -10.8% |
| 3M | -18.7% | +6.3% | -25.0% | -20.9% |
| 6M | -10.4% | +19.0% | -29.4% | -17.6% |
| YTD | -26.8% | +47.0% | -73.8% | -39.3% |
| 1Y | -27.9% | +53.4% | -81.3% | -41.5% |
| 3Y | -38.7% | +78.0% | -116.7% | -54.0% |
| 5Y | -59.0% | +71.7% | -130.7% | -68.9% |
| All | -22.3% | +77.2% | -99.5% | -42.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling