+634.9%
HLT vs PSLV
+173.5%
+461.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.6% | -3.5% | +1.9% | -1.3% |
| 30D | -5.0% | -2.1% | -2.9% | -4.9% |
| 3M | -10.4% | -1.6% | -8.8% | -10.4% |
| 6M | +3.2% | -25.5% | +28.7% | +5.3% |
| YTD | +6.7% | -11.4% | +18.2% | +5.5% |
| 1Y | +10.3% | +48.6% | -38.3% | +2.8% |
| 3Y | +99.3% | +166.9% | -67.5% | +72.7% |
| 5Y | +143.7% | +152.4% | -8.7% | +110.4% |
| 10Y | +584.7% | +187.8% | +397.0% | +459.0% |
| All | +634.9% | +173.5% | +461.4% | +500.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling