+58.0%
HAS vs PSLV
+189.7%
-131.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.3% | +6.6% | +2.1% |
| 7D | -3.1% | -4.9% | +1.8% | -2.4% |
| 30D | -6.4% | -1.9% | -4.5% | -6.3% |
| 3M | +10.4% | +4.2% | +6.2% | +9.3% |
| 6M | -3.7% | -27.6% | +23.9% | +0.1% |
| YTD | +12.5% | -11.7% | +24.1% | +10.2% |
| 1Y | +19.8% | +49.3% | -29.5% | +5.3% |
| 3Y | +46.0% | +167.1% | -121.2% | +13.0% |
| 5Y | +12.5% | +151.7% | -139.2% | -13.3% |
| All | +58.0% | +189.7% | -131.7% | -0.4% |
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