+748.1%
HAS vs PSKY
-42.2%
+790.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -1.8% | -0.2% | -1.6% | -1.8% |
| 30D | +2.3% | +24.0% | -21.7% | -3.0% |
| 3M | +10.4% | +2.2% | +8.2% | +9.3% |
| 6M | -3.2% | -9.0% | +5.7% | -2.3% |
| YTD | +15.4% | -18.1% | +33.6% | +18.4% |
| 1Y | +18.8% | -25.1% | +43.9% | +22.7% |
| 3Y | +43.9% | -16.3% | +60.3% | +33.4% |
| 5Y | +13.9% | -70.4% | +84.3% | +32.1% |
| 10Y | +56.4% | -74.2% | +130.6% | +60.1% |
| All | +748.1% | -42.2% | +790.3% | +545.5% |
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