+238.2%
HL vs PSA
+13.0%
+225.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -5.6% | -3.6% | -2.0% | -3.6% |
| 30D | +12.7% | -9.4% | +22.1% | +19.3% |
| 3M | +42.5% | -8.2% | +50.7% | +48.6% |
| 6M | -9.0% | -1.8% | -7.2% | -9.3% |
| YTD | +4.4% | +15.7% | -11.4% | -5.2% |
| 1Y | +82.7% | +6.3% | +76.4% | +73.8% |
| 3Y | +406.3% | +21.6% | +384.7% | +322.8% |
| 5Y | +238.2% | +13.5% | +224.7% | +211.0% |
| All | +238.2% | +13.0% | +225.1% | +211.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling