+250.9%
PM vs HST
+143.2%
+107.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.1% |
| 7D | -6.6% | +0.6% | -7.2% | -6.7% |
| 30D | -3.4% | +14.5% | -17.9% | -5.9% |
| 3M | +5.3% | +15.4% | -10.1% | +2.4% |
| 6M | +15.5% | +22.0% | -6.5% | +11.0% |
| YTD | +24.3% | +54.9% | -30.6% | +13.7% |
| 1Y | +29.7% | +54.0% | -24.3% | +18.8% |
| 3Y | +144.9% | +90.4% | +54.5% | +111.2% |
| 5Y | +159.0% | +84.2% | +74.8% | +119.8% |
| 10Y | +250.9% | +144.6% | +106.3% | +185.6% |
| All | +250.9% | +143.2% | +107.7% | +185.6% |
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