+153.5%
HST vs PSKY
-42.2%
+195.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -12.3% | +24.0% | -36.2% | -20.4% |
| 3M | -6.4% | +2.2% | -8.5% | -8.3% |
| 6M | +15.0% | -9.0% | +24.0% | +16.3% |
| YTD | +30.5% | -18.1% | +48.7% | +35.2% |
| 1Y | +35.7% | -25.1% | +60.8% | +41.1% |
| 3Y | +68.4% | -16.3% | +84.7% | +39.0% |
| 5Y | +73.1% | -70.4% | +143.5% | +111.5% |
| 10Y | +92.7% | -74.2% | +166.9% | +85.6% |
| All | +153.5% | -42.2% | +195.7% | -14.7% |
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