+41.5%
HDB vs PSKY
-74.6%
+116.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.1% | +4.7% | +6.6% |
| 7D | +0.7% | -2.4% | +3.1% | +1.0% |
| 30D | +1.0% | +11.6% | -10.6% | -0.4% |
| 3M | -2.0% | +1.5% | -3.5% | -2.3% |
| 6M | -18.1% | +7.7% | -25.8% | -19.2% |
| YTD | -36.1% | -20.1% | -16.0% | -35.0% |
| 1Y | -34.0% | -38.3% | +4.2% | -31.0% |
| 3Y | -26.7% | -17.7% | -9.0% | -29.0% |
| 5Y | -33.9% | -69.9% | +36.0% | -28.0% |
| All | +41.5% | -74.6% | +116.1% | +26.8% |
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