+506.6%
HL vs PSKY
-42.6%
+549.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.9% |
| 7D | +7.1% | +2.4% | +4.7% | +6.3% |
| 30D | +21.4% | +17.5% | +3.9% | +15.1% |
| 3M | +37.4% | +4.4% | +33.0% | +35.2% |
| 6M | +0.4% | -9.0% | +9.4% | +2.7% |
| YTD | +6.7% | -18.6% | +25.3% | +12.2% |
| 1Y | +102.4% | -27.7% | +130.1% | +115.9% |
| 3Y | +417.4% | -16.9% | +434.3% | +376.4% |
| 5Y | +243.3% | -70.3% | +313.6% | +323.7% |
| 10Y | +242.6% | -74.9% | +317.5% | +269.0% |
| All | +506.6% | -42.6% | +549.1% | +199.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling