+392.8%
HL vs PSLV
+165.9%
+227.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.5% |
| 7D | -4.4% | -3.5% | -0.9% | -1.0% |
| 30D | +9.3% | -2.1% | +11.5% | +12.1% |
| 3M | +32.0% | -1.6% | +33.6% | +35.4% |
| 6M | -6.4% | -25.5% | +19.1% | +26.8% |
| YTD | +3.1% | -11.4% | +14.6% | -3.6% |
| 1Y | +77.6% | +48.6% | +29.0% | -21.3% |
| 3Y | +392.8% | +166.9% | +225.9% | -10.2% |
| All | +392.8% | +165.9% | +227.0% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling