+36.7%
PM vs HST
+57.3%
-20.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.2% | -2.7% | -2.5% | -4.9% |
| 30D | +2.7% | +10.7% | -8.0% | +2.5% |
| 3M | +6.1% | +6.3% | -0.1% | +6.1% |
| 6M | +18.0% | +19.0% | -1.0% | +18.0% |
| YTD | +26.6% | +47.0% | -20.5% | +19.8% |
| 1Y | +36.7% | +53.4% | -16.8% | +26.7% |
| All | +36.7% | +57.3% | -20.6% | +26.7% |
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