+763.1%
PM vs HST
+166.1%
+597.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -4.9% | -1.0% | -3.8% | -4.7% |
| 30D | -3.4% | -12.3% | +8.9% | -1.1% |
| 3M | +5.2% | -6.4% | +11.5% | +6.3% |
| 6M | +3.7% | +15.0% | -11.3% | +0.7% |
| YTD | +15.8% | +30.5% | -14.7% | +9.7% |
| 1Y | +17.4% | +35.7% | -18.3% | +10.3% |
| 3Y | +116.9% | +68.4% | +48.5% | +92.6% |
| 5Y | +117.3% | +73.1% | +44.2% | +88.2% |
| 10Y | +193.8% | +92.7% | +101.0% | +137.0% |
| All | +763.1% | +166.1% | +597.1% | +488.1% |
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