-28.6%
HDB vs PSKY
-78.0%
+49.4%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.8% | +6.1% | +2.2% |
| 7D | +7.0% | -24.6% | +31.6% | +11.7% |
| 30D | +4.2% | -36.1% | +40.3% | +12.0% |
| 3M | -33.9% | -53.8% | +19.9% | -24.3% |
| 6M | -33.9% | -53.8% | +19.9% | -24.3% |
| YTD | -33.9% | -53.8% | +19.9% | -24.3% |
| 1Y | -32.7% | -58.4% | +25.6% | -22.2% |
| 3Y | -17.2% | -40.7% | +23.4% | -10.9% |
| All | -28.6% | -78.0% | +49.4% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling