+563.1%
HPE vs PSA
+102.6%
+460.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.8% | +12.3% |
| 7D | +19.4% | -1.8% | +21.2% | +20.0% |
| 30D | +5.6% | -8.4% | +14.0% | +8.3% |
| 3M | +33.1% | -7.8% | +40.9% | +35.6% |
| 6M | +192.5% | +0.8% | +191.7% | +188.2% |
| YTD | +160.9% | +16.5% | +144.4% | +145.1% |
| 1Y | +155.0% | +4.7% | +150.3% | +147.1% |
| 3Y | +289.4% | +21.1% | +268.3% | +250.6% |
| 5Y | +395.7% | +14.2% | +381.5% | +347.6% |
| All | +563.1% | +102.6% | +460.5% | +366.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling