+256.9%
HL vs PSLV
+190.6%
+66.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.6% |
| 7D | -4.4% | -3.5% | -0.9% | -0.2% |
| 30D | +9.3% | -2.1% | +11.5% | +12.6% |
| 3M | +32.0% | -1.6% | +33.6% | +35.5% |
| 6M | -6.4% | -25.5% | +19.1% | +35.1% |
| YTD | +3.1% | -11.4% | +14.6% | -3.1% |
| 1Y | +77.6% | +48.6% | +29.0% | -24.6% |
| 3Y | +392.8% | +166.9% | +225.9% | -10.9% |
| 5Y | +234.1% | +152.4% | +81.7% | -31.4% |
| All | +256.9% | +190.6% | +66.3% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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