+1,112.1%
PSX vs HST
+141.9%
+970.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +4.5% | -1.0% | +5.6% | +5.1% |
| 30D | +26.6% | -12.3% | +38.9% | +34.8% |
| 3M | +39.3% | -6.4% | +45.6% | +42.9% |
| 6M | +56.8% | +15.0% | +41.8% | +43.0% |
| YTD | +101.8% | +30.5% | +71.3% | +71.5% |
| 1Y | +99.6% | +35.7% | +63.9% | +65.6% |
| 3Y | +140.3% | +68.4% | +72.0% | +73.9% |
| 5Y | +339.3% | +73.1% | +266.2% | +196.5% |
| 10Y | +369.9% | +92.7% | +277.1% | +174.0% |
| All | +1,112.1% | +141.9% | +970.2% | +476.6% |
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