+256.9%
HL vs PSA
+102.6%
+154.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | -4.4% | -1.8% | -2.5% | -3.5% |
| 30D | +9.3% | -8.4% | +17.7% | +13.9% |
| 3M | +32.0% | -7.8% | +39.8% | +36.4% |
| 6M | -6.4% | +0.8% | -7.2% | -7.7% |
| YTD | +3.1% | +16.5% | -13.4% | -4.7% |
| 1Y | +77.6% | +4.7% | +72.9% | +72.3% |
| 3Y | +392.8% | +21.1% | +371.8% | +336.8% |
| 5Y | +234.1% | +14.2% | +219.9% | +203.9% |
| All | +256.9% | +102.6% | +154.3% | +163.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling