+44.4%
HAS vs PSLV
+179.9%
-135.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.4% | -3.9% | -1.7% |
| 7D | -4.8% | +3.3% | -8.2% | -5.2% |
| 30D | -5.1% | +2.1% | -7.3% | -5.4% |
| 3M | +6.4% | +7.1% | -0.8% | +5.3% |
| 6M | -5.6% | -21.6% | +15.9% | -3.8% |
| YTD | +11.0% | -6.7% | +17.7% | +7.5% |
| 1Y | +16.8% | +59.3% | -42.5% | +1.1% |
| All | +44.4% | +179.9% | -135.5% | +6.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling