+178.1%
HST vs PSKY
-63.1%
+241.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.8% | +5.3% | +1.0% |
| 7D | +5.8% | -24.6% | +30.4% | +8.5% |
| 30D | +8.1% | -36.1% | +44.3% | +12.7% |
| 3M | +120.5% | -85.1% | +205.6% | +130.3% |
| 6M | +120.5% | -85.1% | +205.6% | +130.3% |
| YTD | +120.5% | -85.1% | +205.6% | +130.3% |
| 1Y | +120.5% | -85.1% | +205.6% | +130.3% |
| 3Y | +120.5% | -85.1% | +205.6% | +130.3% |
| 5Y | +120.5% | -85.1% | +205.6% | +130.3% |
| 10Y | +135.3% | -84.4% | +219.8% | +137.4% |
| All | +178.1% | -63.1% | +241.1% | -6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling