+571.9%
HPE vs PSA
+131.5%
+440.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.7% |
| 7D | +7.9% | -1.4% | +9.3% | +8.3% |
| 30D | -23.5% | +15.2% | -38.7% | -26.8% |
| 3M | -19.1% | +2.2% | -21.3% | -19.8% |
| 6M | +51.4% | +11.7% | +39.7% | +44.8% |
| YTD | +103.4% | +32.0% | +71.4% | +83.7% |
| 1Y | +114.4% | +26.3% | +88.1% | +96.2% |
| 3Y | +224.7% | +52.4% | +172.3% | +170.5% |
| 5Y | +277.8% | +26.3% | +251.5% | +231.8% |
| 10Y | +371.1% | +132.3% | +238.7% | +219.9% |
| All | +571.9% | +131.5% | +440.4% | +362.4% |
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