+206.4%
HD vs PSLV
+190.6%
+15.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +1.0% |
| 7D | -3.8% | -3.5% | -0.4% | -3.4% |
| 30D | -9.4% | -2.1% | -7.3% | -9.3% |
| 3M | -4.6% | -1.6% | -3.0% | -4.7% |
| 6M | -10.1% | -25.5% | +15.4% | -7.3% |
| YTD | -8.3% | -11.4% | +3.1% | -9.9% |
| 1Y | -25.0% | +48.6% | -73.6% | -32.8% |
| 3Y | +1.5% | +166.9% | -165.3% | -19.4% |
| 5Y | +5.6% | +152.4% | -146.8% | -16.6% |
| All | +206.4% | +190.6% | +15.8% | +103.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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