+1,511.7%
HST vs PSA
+16,026.4%
-14,514.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.6% |
| 7D | -2.7% | +3.9% | -6.6% | -5.4% |
| 30D | +10.7% | +19.7% | -9.0% | -3.2% |
| 3M | +6.3% | +4.3% | +2.0% | +2.6% |
| 6M | +19.0% | +11.4% | +7.6% | +8.8% |
| YTD | +47.0% | +33.9% | +13.1% | +16.6% |
| 1Y | +53.4% | +28.3% | +25.2% | +25.4% |
| 3Y | +78.0% | +53.5% | +24.5% | +23.1% |
| 5Y | +71.7% | +30.6% | +41.1% | +28.2% |
| 10Y | +146.2% | +145.8% | +0.4% | +2.3% |
| All | +1,511.7% | +16,026.4% | -14,514.7% | +71.3% |
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