+30.9%
PM vs HST
+53.7%
-22.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | -2.4% | +3.6% | -6.0% | -2.6% |
| 30D | -1.3% | +9.9% | -11.2% | -1.4% |
| 3M | +6.5% | +12.9% | -6.4% | +6.2% |
| 6M | +7.0% | +22.9% | -15.9% | +7.2% |
| YTD | +25.8% | +52.4% | -26.6% | +19.4% |
| 1Y | +30.9% | +52.5% | -21.6% | +24.0% |
| All | +30.9% | +53.7% | -22.8% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling