+77.6%
HL vs PSA
+6.8%
+70.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.6% |
| 7D | -4.4% | -1.8% | -2.5% | -3.4% |
| 30D | +9.3% | -8.4% | +17.7% | +15.0% |
| 3M | +32.0% | -7.8% | +39.8% | +37.2% |
| 6M | -6.4% | +0.8% | -7.2% | -10.9% |
| YTD | +3.1% | +16.5% | -13.4% | -12.2% |
| 1Y | +77.6% | +4.7% | +72.9% | +66.8% |
| All | +77.6% | +6.8% | +70.8% | +66.8% |
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