+165.8%
PM vs HST
+71.5%
+94.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.5% |
| 3M | +5.2% | +6.3% | -1.0% | +4.5% |
| 6M | +17.0% | +19.0% | -2.0% | +14.5% |
| YTD | +25.5% | +47.0% | -21.5% | +19.4% |
| 1Y | +35.5% | +53.4% | -17.9% | +28.2% |
| 3Y | +143.9% | +78.0% | +65.9% | +122.9% |
| All | +165.8% | +71.5% | +94.3% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling