+144.6%
HST vs PSA
+131.0%
+13.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.2% | +2.9% |
| 7D | +0.6% | +0.8% | -0.2% | +0.2% |
| 30D | +14.5% | +15.9% | -1.4% | +7.2% |
| 3M | +15.4% | +4.2% | +11.2% | +13.1% |
| 6M | +22.0% | +10.1% | +11.9% | +16.4% |
| YTD | +54.9% | +33.3% | +21.5% | +35.5% |
| 1Y | +54.0% | +28.2% | +25.7% | +37.0% |
| 3Y | +90.4% | +54.9% | +35.6% | +54.0% |
| 5Y | +84.2% | +28.3% | +55.9% | +58.1% |
| 10Y | +144.6% | +134.1% | +10.6% | +51.2% |
| All | +144.6% | +131.0% | +13.6% | +51.2% |
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 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