+540.2%
HON vs PSLV
+108.9%
+431.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.3% | +4.0% | -0.8% |
| 7D | -2.6% | -4.9% | +2.2% | -2.1% |
| 30D | -11.9% | -1.9% | -10.0% | -11.8% |
| 3M | -6.1% | +4.2% | -10.3% | -6.7% |
| 6M | -19.2% | -27.6% | +8.4% | -16.9% |
| YTD | +0.2% | -11.7% | +11.8% | -0.4% |
| 1Y | -1.5% | +49.3% | -50.8% | -8.0% |
| 3Y | +17.9% | +167.1% | -149.2% | +2.4% |
| 5Y | +1.9% | +151.7% | -149.7% | -11.6% |
| 10Y | +135.2% | +187.0% | -51.8% | +97.4% |
| All | +540.2% | +108.9% | +431.3% | +431.6% |
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