+92.6%
HAS vs PSLV
+142.8%
-50.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | +1.4% | -6.3% | +7.7% | +2.3% |
| 30D | +26.3% | -12.7% | +39.0% | +28.7% |
| 3M | +25.6% | -24.7% | +50.3% | +30.4% |
| 6M | +30.3% | -44.6% | +74.8% | +41.1% |
| YTD | +50.4% | -33.3% | +83.6% | +53.0% |
| 1Y | +57.7% | -8.6% | +66.3% | +50.2% |
| 3Y | +213.4% | +108.2% | +105.2% | +148.7% |
| 5Y | +49.1% | +79.1% | -30.0% | +20.2% |
| All | +92.6% | +142.8% | -50.2% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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