+31,139.8%
HD vs PSA
+14,185.8%
+16,954.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.2% | +1.4% |
| 7D | -2.1% | -3.7% | +1.6% | -0.7% |
| 30D | -8.4% | -7.7% | -0.7% | -5.6% |
| 3M | +4.3% | -0.6% | +4.9% | +4.5% |
| 6M | -11.1% | -0.9% | -10.2% | -10.8% |
| YTD | -4.7% | +18.7% | -23.3% | -10.6% |
| 1Y | -19.8% | +7.6% | -27.4% | -22.2% |
| 3Y | +4.1% | +23.7% | -19.6% | -4.5% |
| 5Y | +10.3% | +13.7% | -3.3% | +3.1% |
| 10Y | +203.2% | +98.9% | +104.3% | +127.5% |
| All | +31,139.8% | +14,185.8% | +16,954.0% | +8,850.7% |
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