+238.2%
HL vs PSKY
-71.2%
+309.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.6% | -5.5% | -4.3% |
| 7D | -5.6% | -6.0% | +0.4% | -4.4% |
| 30D | +12.7% | +10.7% | +2.1% | +10.3% |
| 3M | +42.5% | +1.2% | +41.4% | +41.9% |
| 6M | -9.0% | +1.5% | -10.5% | -9.6% |
| YTD | +4.4% | -21.8% | +26.2% | +8.8% |
| 1Y | +82.7% | -30.2% | +112.8% | +92.0% |
| 3Y | +406.3% | -20.1% | +426.4% | +384.8% |
| 5Y | +238.2% | -70.5% | +308.7% | +307.6% |
| All | +238.2% | -71.2% | +309.3% | +307.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling