+73.7%
HST vs PSKY
-70.7%
+144.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.2% |
| 7D | +2.0% | +2.4% | -0.4% | +1.7% |
| 30D | -5.2% | +17.5% | -22.8% | -7.3% |
| 3M | -6.2% | +4.4% | -10.7% | -7.0% |
| 6M | +20.4% | -9.0% | +29.5% | +21.3% |
| YTD | +30.6% | -18.6% | +49.2% | +33.0% |
| 1Y | +37.4% | -27.7% | +65.1% | +41.0% |
| 3Y | +66.1% | -16.9% | +83.0% | +58.5% |
| 5Y | +73.7% | -70.3% | +144.0% | +96.9% |
| All | +73.7% | -70.7% | +144.4% | +96.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 5y: compounded portfolio wealth divided by compounded PSKY 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…
5y analysis · Full analysis span regression · 6 months rolling