+256.9%
HL vs PSKY
-74.6%
+331.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.7% |
| 7D | -4.4% | -2.4% | -2.0% | -3.9% |
| 30D | +9.3% | +11.6% | -2.3% | +6.6% |
| 3M | +32.0% | +1.5% | +30.4% | +31.2% |
| 6M | -6.4% | +7.7% | -14.1% | -8.3% |
| YTD | +3.1% | -20.1% | +23.2% | +7.2% |
| 1Y | +77.6% | -38.3% | +115.8% | +93.2% |
| 3Y | +392.8% | -17.7% | +410.6% | +371.1% |
| 5Y | +234.1% | -69.9% | +304.0% | +284.4% |
| All | +256.9% | -74.6% | +331.5% | +252.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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