-2.6%
HD vs PSA
+27.0%
-29.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +5.2% | +0.8% | +4.4% | +4.8% |
| 30D | +20.7% | +15.9% | +4.8% | +10.2% |
| 3M | +0.8% | +4.2% | -3.4% | -1.8% |
| 6M | +12.2% | +10.1% | +2.1% | +5.3% |
| YTD | +4.2% | +33.3% | -29.1% | -13.4% |
| 1Y | -2.6% | +28.2% | -30.8% | -17.1% |
| All | -2.6% | +27.0% | -29.5% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling