+1,067.6%
PSX vs HST
+172.5%
+895.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -13.1% | -2.7% | -10.4% | -11.9% |
| 30D | -9.5% | +10.7% | -20.2% | -14.3% |
| 3M | +20.2% | +6.3% | +13.9% | +15.8% |
| 6M | +44.9% | +19.0% | +25.9% | +30.5% |
| YTD | +94.4% | +47.0% | +47.4% | +54.9% |
| 1Y | +83.1% | +53.4% | +29.6% | +42.3% |
| 3Y | +132.2% | +78.0% | +54.2% | +63.6% |
| 5Y | +278.8% | +71.7% | +207.2% | +158.1% |
| 10Y | +354.2% | +146.2% | +208.0% | +135.1% |
| All | +1,067.6% | +172.5% | +895.1% | +420.5% |
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 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