+234.3%
HAS vs PSLV
+117.0%
+117.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | -1.8% | -0.6% | -1.2% | -1.8% |
| 30D | +2.3% | +7.3% | -5.0% | +1.4% |
| 3M | +10.4% | -7.4% | +17.8% | +10.9% |
| 6M | -3.2% | -20.3% | +17.0% | -1.6% |
| YTD | +15.4% | -8.2% | +23.7% | +14.0% |
| 1Y | +18.8% | +57.9% | -39.1% | +9.9% |
| 3Y | +43.9% | +162.1% | -118.1% | +25.3% |
| 5Y | +13.9% | +151.2% | -137.3% | -1.2% |
| 10Y | +56.4% | +191.7% | -135.2% | +29.4% |
| All | +234.3% | +117.0% | +117.3% | +157.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling