+229.6%
PM vs HST
+142.8%
+86.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.2% | -2.7% | -2.5% | -4.7% |
| 30D | +2.7% | +10.7% | -8.0% | +0.7% |
| 3M | +5.2% | +6.3% | -1.0% | +4.0% |
| 6M | +17.0% | +19.0% | -2.0% | +12.9% |
| YTD | +25.5% | +47.0% | -21.5% | +16.0% |
| 1Y | +35.5% | +53.4% | -17.9% | +24.2% |
| 3Y | +143.9% | +78.0% | +65.9% | +113.2% |
| 5Y | +161.8% | +71.7% | +90.2% | +125.4% |
| All | +229.6% | +142.8% | +86.7% | +170.9% |
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