+57.8%
HAS vs PSKY
-85.2%
+142.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.8% | +5.2% | +1.1% |
| 7D | +5.8% | -24.6% | +30.4% | +9.7% |
| 30D | +8.8% | -36.1% | +45.0% | +15.5% |
| 3M | +28.8% | -54.8% | +83.6% | +37.7% |
| 6M | +28.8% | -54.8% | +83.6% | +37.7% |
| YTD | +28.8% | -54.8% | +83.6% | +37.7% |
| 1Y | +37.0% | -58.4% | +95.4% | +48.7% |
| 3Y | +96.8% | -40.7% | +137.5% | +82.6% |
| 5Y | +30.6% | -80.0% | +110.6% | +51.9% |
| All | +57.8% | -85.2% | +142.9% | +33.2% |
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