+33,321.4%
HD vs PSA
+16,026.4%
+17,295.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -1.0% | -1.5% |
| 7D | +4.3% | +3.9% | +0.4% | +2.9% |
| 30D | +20.2% | +19.7% | +0.5% | +12.5% |
| 3M | -1.0% | +4.3% | -5.3% | -2.5% |
| 6M | +7.9% | +11.4% | -3.5% | +3.6% |
| YTD | +2.0% | +33.9% | -32.0% | -8.6% |
| 1Y | -4.3% | +28.3% | -32.6% | -12.9% |
| 3Y | +25.9% | +53.5% | -27.5% | +6.7% |
| 5Y | +5.8% | +30.6% | -24.8% | -5.9% |
| 10Y | +262.5% | +145.8% | +116.8% | +152.3% |
| All | +33,321.4% | +16,026.4% | +17,295.0% | +9,053.0% |
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