-15.3%
HAL vs PSKY
-84.9%
+69.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.8% | +6.7% | +3.2% |
| 7D | +2.9% | -24.6% | +27.5% | +9.8% |
| 30D | -4.3% | -36.1% | +31.8% | +6.9% |
| 3M | -15.1% | -37.1% | +22.0% | -4.9% |
| 6M | -11.4% | -40.5% | +29.1% | +0.5% |
| YTD | +20.2% | -47.7% | +67.9% | +38.8% |
| 1Y | +56.6% | -58.4% | +115.0% | +90.8% |
| 3Y | -15.3% | -40.7% | +25.4% | -16.9% |
| 5Y | +42.0% | -80.0% | +122.0% | +90.4% |
| All | -15.3% | -84.9% | +69.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 10y: compounded portfolio wealth divided by compounded PSKY 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…
10y analysis · Full analysis span regression · 6 months rolling