-18.9%
PINS vs HST
+77.3%
-96.2%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -5.7% | -1.1% | -4.1% |
| 7D | -0.7% | -4.2% | +3.5% | +1.5% |
| 30D | -1.2% | +9.6% | -10.8% | -5.2% |
| 3M | -15.3% | -1.1% | -14.2% | -14.9% |
| 6M | -11.2% | +21.1% | -32.3% | -19.0% |
| YTD | -23.6% | +47.1% | -70.7% | -36.6% |
| 1Y | -23.1% | +64.0% | -87.2% | -39.6% |
| 3Y | -36.0% | +77.1% | -113.2% | -51.9% |
| 5Y | -57.2% | +71.8% | -128.9% | -67.6% |
| All | -18.9% | +77.3% | -96.2% | -40.2% |
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 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