+11.0%
HAS vs PSLV
+162.3%
-151.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.4% |
| 6M | -5.6% | -21.6% | +15.9% | -3.9% |
| YTD | +11.0% | -6.7% | +17.7% | +8.4% |
| 1Y | +16.8% | +59.3% | -42.5% | +4.5% |
| 3Y | +44.0% | +182.1% | -138.1% | +18.0% |
| All | +11.0% | +162.3% | -151.3% | -14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling