+248.1%
HD vs PSA
+133.1%
+115.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.5% |
| 7D | -0.5% | -2.1% | +1.6% | +0.6% |
| 30D | +18.5% | +15.6% | +2.9% | +10.6% |
| 3M | +2.2% | +4.1% | -1.9% | +0.2% |
| 6M | +13.8% | +9.2% | +4.7% | +9.0% |
| YTD | +3.4% | +32.3% | -28.9% | -9.7% |
| 1Y | -3.5% | +26.2% | -29.7% | -13.9% |
| 3Y | +29.0% | +53.7% | -24.7% | +4.0% |
| 5Y | +6.1% | +26.6% | -20.5% | -8.0% |
| All | +248.1% | +133.1% | +115.0% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 10y: compounded portfolio wealth divided by compounded PSA 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…
10y analysis · Full analysis span regression · 6 months rolling