+60.4%
HL vs PSA
+13,835.3%
-13,774.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.8% |
| 7D | +0.4% | -2.2% | +2.6% | +1.3% |
| 30D | +18.8% | -9.6% | +28.4% | +23.6% |
| 3M | +43.7% | -7.9% | +51.6% | +47.7% |
| 6M | -1.0% | -2.0% | +0.9% | -0.8% |
| YTD | +8.7% | +15.7% | -7.0% | +2.5% |
| 1Y | +105.0% | +5.8% | +99.2% | +99.9% |
| 3Y | +427.3% | +21.6% | +405.7% | +382.6% |
| 5Y | +249.3% | +13.1% | +236.2% | +227.9% |
| 10Y | +284.2% | +101.3% | +182.9% | +181.9% |
| All | +60.4% | +13,835.3% | -13,774.8% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling