+332.5%
HBM vs PSLV
+154.2%
+178.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -3.3% | -3.5% | +0.2% | -0.4% |
| 30D | -4.8% | -2.1% | -2.7% | -2.9% |
| 3M | -0.4% | -1.6% | +1.2% | +1.9% |
| 6M | +17.9% | -25.5% | +43.4% | +51.4% |
| YTD | +33.7% | -11.4% | +45.1% | +32.0% |
| 1Y | +95.6% | +48.6% | +47.0% | +11.8% |
| 3Y | +458.1% | +166.9% | +291.2% | +72.5% |
| All | +332.5% | +154.2% | +178.2% | +35.7% |
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