+5,634.3%
HON vs PSA
+14,185.8%
-8,551.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | -3.6% | -3.7% | +0.1% | -2.4% |
| 30D | -15.3% | -7.7% | -7.5% | -13.1% |
| 3M | -7.9% | -0.6% | -7.3% | -7.9% |
| 6M | -18.1% | -0.9% | -17.1% | -18.1% |
| YTD | +3.8% | +18.7% | -14.8% | -2.0% |
| 1Y | +0.5% | +7.6% | -7.2% | -2.3% |
| 3Y | +19.8% | +23.7% | -3.9% | +10.1% |
| 5Y | +2.9% | +13.7% | -10.8% | -4.2% |
| 10Y | +134.6% | +98.9% | +35.8% | +79.3% |
| All | +5,634.3% | +14,185.8% | -8,551.5% | +2,189.4% |
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