+57.5%
HAL vs PSKY
-42.2%
+99.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | 0.0% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | +17.0% | +24.0% | -6.9% | +8.3% |
| 3M | -9.7% | +2.2% | -11.8% | -10.9% |
| 6M | +8.6% | -9.0% | +17.6% | +9.7% |
| YTD | +33.0% | -18.1% | +51.1% | +37.5% |
| 1Y | +68.3% | -25.1% | +93.4% | +75.0% |
| 3Y | +0.1% | -16.3% | +16.4% | -13.3% |
| 5Y | +102.6% | -70.4% | +173.0% | +143.3% |
| 10Y | +3.8% | -74.2% | +78.0% | +6.4% |
| All | +57.5% | -42.2% | +99.7% | -21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling