+117.4%
PM vs HST
+74.0%
+43.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -4.9% | -1.0% | -3.8% | -4.8% |
| 30D | -3.4% | -12.3% | +8.9% | -1.9% |
| 3M | +5.2% | -6.4% | +11.5% | +5.9% |
| 6M | +3.7% | +15.0% | -11.3% | +1.8% |
| YTD | +15.8% | +30.5% | -14.7% | +11.6% |
| 1Y | +17.4% | +35.7% | -18.3% | +12.5% |
| 3Y | +116.9% | +68.4% | +48.5% | +98.3% |
| All | +117.4% | +74.0% | +43.4% | +94.5% |
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