+677.7%
HPE vs PSA
+107.8%
+569.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.9% | +7.8% |
| 7D | +10.1% | -0.4% | +10.6% | +10.3% |
| 30D | +5.3% | -8.2% | +13.4% | +7.9% |
| 3M | +12.7% | -2.1% | +14.8% | +12.6% |
| 6M | +167.7% | -0.2% | +167.9% | +164.9% |
| YTD | +135.5% | +18.5% | +117.0% | +120.1% |
| 1Y | +143.4% | +6.6% | +136.8% | +134.7% |
| 3Y | +249.2% | +24.5% | +224.7% | +212.0% |
| 5Y | +343.8% | +13.6% | +330.3% | +302.8% |
| 10Y | +495.9% | +102.0% | +393.9% | +322.6% |
| All | +677.7% | +107.8% | +569.8% | +454.2% |
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