-16.4%
PINS vs HST
+57.3%
-73.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.3% |
| 7D | -12.0% | -1.0% | -11.0% | -11.6% |
| 30D | -12.7% | -12.3% | -0.4% | -7.5% |
| 3M | -5.5% | -6.4% | +0.8% | -3.1% |
| 6M | +5.3% | +15.0% | -9.7% | -2.1% |
| YTD | -21.2% | +30.5% | -51.7% | -31.1% |
| 1Y | -45.0% | +35.7% | -80.7% | -52.9% |
| 3Y | -26.2% | +68.4% | -94.6% | -43.2% |
| 5Y | -64.0% | +73.1% | -137.1% | -72.4% |
| All | -16.4% | +57.3% | -73.7% | -35.0% |
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