+1,419.9%
HD vs PSLV
+117.0%
+1,302.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | -2.1% | -0.6% | -1.4% | -2.0% |
| 30D | -8.4% | +7.3% | -15.7% | -8.9% |
| 3M | +4.3% | -7.4% | +11.8% | +4.7% |
| 6M | -11.1% | -20.3% | +9.1% | -10.0% |
| YTD | -4.7% | -8.2% | +3.6% | -5.5% |
| 1Y | -19.8% | +57.9% | -77.7% | -24.1% |
| 3Y | +4.1% | +162.1% | -158.0% | -6.0% |
| 5Y | +10.3% | +151.2% | -140.8% | -0.7% |
| 10Y | +203.2% | +191.7% | +11.5% | +163.5% |
| All | +1,419.9% | +117.0% | +1,302.9% | +1,216.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling