-34.4%
HDB vs PSKY
-26.0%
-8.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -2.8% | +24.0% | -26.8% | -3.9% |
| 3M | -3.5% | +2.2% | -5.7% | -3.7% |
| 6M | -24.7% | -9.0% | -15.7% | -24.7% |
| YTD | -36.6% | -18.1% | -18.4% | -36.1% |
| 1Y | -34.4% | -25.1% | -9.3% | -33.5% |
| All | -34.4% | -26.0% | -8.4% | -33.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling