+993.9%
HDB vs PSKY
-42.2%
+1,036.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | 0.0% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -2.8% | +24.0% | -26.8% | -8.9% |
| 3M | -3.5% | +2.2% | -5.7% | -4.7% |
| 6M | -24.7% | -9.0% | -15.7% | -23.8% |
| YTD | -36.6% | -18.1% | -18.4% | -34.5% |
| 1Y | -34.4% | -25.1% | -9.3% | -31.8% |
| 3Y | -24.4% | -16.3% | -8.1% | -32.1% |
| 5Y | -35.4% | -70.4% | +35.0% | -24.3% |
| 10Y | +39.5% | -74.2% | +113.7% | +34.2% |
| All | +993.9% | -42.2% | +1,036.1% | +591.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling