+34,289.6%
HD vs PSA
+16,059.4%
+18,230.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.8% |
| 7D | +3.6% | +1.5% | +2.1% | +3.1% |
| 30D | +21.6% | +16.7% | +4.9% | +14.8% |
| 3M | +0.1% | +4.0% | -3.9% | -1.3% |
| 6M | +13.0% | +10.9% | +2.1% | +8.7% |
| YTD | +4.9% | +34.2% | -29.3% | -6.1% |
| 1Y | -2.1% | +26.6% | -28.7% | -10.4% |
| 3Y | +32.6% | +54.7% | -22.1% | +12.0% |
| 5Y | +8.2% | +30.0% | -21.8% | -3.6% |
| 10Y | +257.9% | +132.7% | +125.3% | +153.9% |
| All | +34,289.6% | +16,059.4% | +18,230.2% | +9,311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling