+852.8%
PM vs HST
+199.9%
+653.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.7% | +1.0% | -3.6% |
| 7D | -3.4% | -4.2% | +0.8% | -2.6% |
| 30D | +5.8% | +9.6% | -3.7% | +4.0% |
| 3M | +6.7% | -1.1% | +7.8% | +6.7% |
| 6M | +19.9% | +21.1% | -1.2% | +15.4% |
| YTD | +27.8% | +47.1% | -19.3% | +18.4% |
| 1Y | +39.4% | +64.0% | -24.6% | +26.4% |
| 3Y | +146.9% | +77.1% | +69.8% | +117.3% |
| 5Y | +166.6% | +71.8% | +94.9% | +131.5% |
| 10Y | +242.1% | +146.3% | +95.8% | +163.7% |
| All | +852.8% | +199.9% | +653.0% | +534.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling