-21.6%
PINS vs HST
+83.7%
-105.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.1% |
| 7D | -3.4% | +3.6% | -7.0% | -5.0% |
| 30D | -14.5% | +9.9% | -24.4% | -18.2% |
| 3M | -16.5% | +12.9% | -29.4% | -21.0% |
| 6M | -7.0% | +22.9% | -29.9% | -15.8% |
| YTD | -26.1% | +52.4% | -78.6% | -39.8% |
| 1Y | -30.0% | +52.5% | -82.6% | -43.1% |
| 3Y | -38.5% | +87.4% | -125.9% | -54.9% |
| 5Y | -58.4% | +82.9% | -141.3% | -69.3% |
| All | -21.6% | +83.7% | -105.4% | -43.2% |
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