+204.3%
HD vs PSKY
-84.9%
+289.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.1% |
| 7D | +6.5% | -24.6% | +31.1% | +10.2% |
| 30D | -0.4% | -36.1% | +35.7% | +5.7% |
| 3M | -14.0% | -53.8% | +39.8% | -6.8% |
| 6M | -14.0% | -53.8% | +39.8% | -6.8% |
| YTD | -14.0% | -53.8% | +39.8% | -6.8% |
| 1Y | -17.8% | -58.4% | +40.5% | -9.5% |
| 3Y | +12.5% | -40.7% | +53.2% | +10.9% |
| 5Y | +0.3% | -80.0% | +80.3% | +15.6% |
| All | +204.3% | -84.9% | +289.2% | +175.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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