+133.9%
HL vs PSA
+7.3%
+126.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -1.8% |
| 7D | +1.5% | -3.7% | +5.1% | +3.7% |
| 30D | +25.1% | -7.7% | +32.8% | +30.8% |
| 3M | +22.9% | -0.6% | +23.5% | +20.0% |
| 6M | -4.9% | -0.9% | -4.0% | -7.0% |
| YTD | +7.8% | +18.7% | -10.8% | -7.1% |
| 1Y | +133.9% | +7.6% | +126.2% | +117.7% |
| All | +133.9% | +7.3% | +126.6% | +117.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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