+1,587.7%
HST vs PSA
+15,943.7%
-14,356.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -1.3% | -2.1% | +0.8% | +0.3% |
| 30D | +13.4% | +16.2% | -2.8% | +1.3% |
| 3M | +16.7% | +4.3% | +12.4% | +12.6% |
| 6M | +24.0% | +9.9% | +14.1% | +14.5% |
| YTD | +54.0% | +33.3% | +20.7% | +22.5% |
| 1Y | +55.0% | +25.8% | +29.2% | +28.6% |
| 3Y | +89.3% | +54.8% | +34.6% | +30.2% |
| 5Y | +85.4% | +27.5% | +57.9% | +41.0% |
| 10Y | +137.1% | +134.5% | +2.6% | +2.3% |
| All | +1,587.7% | +15,943.7% | -14,356.1% | +80.0% |
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