+635.0%
HLT vs PSKY
-77.3%
+712.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.6% |
| 7D | -2.6% | -6.0% | +3.4% | -1.4% |
| 30D | -2.6% | +10.7% | -13.3% | -4.7% |
| 3M | -9.4% | +1.2% | -10.6% | -10.0% |
| 6M | +2.7% | +1.5% | +1.2% | +1.4% |
| YTD | +6.8% | -21.8% | +28.5% | +10.1% |
| 1Y | +12.4% | -30.2% | +42.5% | +17.1% |
| 3Y | +100.2% | -20.1% | +120.3% | +87.5% |
| 5Y | +143.7% | -70.5% | +214.2% | +183.7% |
| 10Y | +584.9% | -75.2% | +660.1% | +562.8% |
| All | +635.0% | -77.3% | +712.3% | +611.9% |
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