+370.1%
PSX vs HST
+97.7%
+272.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +2.8% | +2.0% | +0.8% | +1.8% |
| 30D | +27.8% | -5.2% | +33.0% | +31.1% |
| 3M | +42.0% | -6.2% | +48.3% | +45.7% |
| 6M | +58.1% | +20.4% | +37.7% | +40.1% |
| YTD | +105.0% | +30.6% | +74.4% | +73.0% |
| 1Y | +104.9% | +37.4% | +67.6% | +67.5% |
| 3Y | +134.1% | +66.1% | +67.9% | +68.1% |
| 5Y | +363.8% | +73.7% | +290.1% | +204.8% |
| 10Y | +370.1% | +99.8% | +270.3% | +165.9% |
| All | +370.1% | +97.7% | +272.4% | +165.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling