+81.9%
HBM vs PSLV
+109.5%
-27.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | -3.3% | -3.5% | +0.2% | -0.9% |
| 30D | -4.8% | -2.1% | -2.7% | -3.2% |
| 3M | -0.4% | -1.6% | +1.2% | +1.8% |
| 6M | +17.9% | -25.5% | +43.4% | +46.2% |
| YTD | +33.7% | -11.4% | +45.1% | +39.6% |
| 1Y | +95.6% | +48.6% | +47.0% | +41.7% |
| 3Y | +458.1% | +166.9% | +291.2% | +177.1% |
| 5Y | +329.0% | +152.4% | +176.6% | +124.3% |
| 10Y | +588.2% | +187.8% | +400.4% | +232.4% |
| All | +81.9% | +109.5% | -27.6% | -21.7% |
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 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