+43.3%
HBAN vs PSKY
-45.6%
+89.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.4% | +4.6% | +1.6% |
| 7D | -1.5% | -6.8% | +5.4% | +1.6% |
| 30D | -5.5% | +10.2% | -15.8% | -9.8% |
| 3M | -0.2% | +0.3% | -0.5% | -1.2% |
| 6M | +5.2% | -7.8% | +12.9% | +6.3% |
| YTD | -2.3% | -23.0% | +20.7% | +4.2% |
| 1Y | -2.2% | -31.6% | +29.5% | +6.5% |
| 3Y | +73.8% | -21.3% | +95.2% | +48.2% |
| 5Y | +35.2% | -71.5% | +106.7% | +72.2% |
| 10Y | +155.4% | -75.6% | +231.0% | +162.2% |
| All | +43.3% | -45.6% | +89.0% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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