+635.0%
HLT vs PSA
+216.6%
+418.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.6% | -3.6% | +1.1% | -1.5% |
| 30D | -2.6% | -9.4% | +6.8% | +0.2% |
| 3M | -9.4% | -8.2% | -1.2% | -7.3% |
| 6M | +2.7% | -1.8% | +4.6% | +3.0% |
| YTD | +6.8% | +15.7% | -9.0% | +1.9% |
| 1Y | +12.4% | +6.3% | +6.1% | +9.8% |
| 3Y | +100.2% | +21.6% | +78.6% | +85.4% |
| 5Y | +143.7% | +13.5% | +130.3% | +127.7% |
| 10Y | +584.9% | +101.3% | +483.6% | +427.7% |
| All | +635.0% | +216.6% | +418.5% | +383.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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