+109.0%
HST vs PSLV
+190.6%
-81.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +0.9% | -3.5% | +4.3% | +1.2% |
| 30D | -2.5% | -2.1% | -0.3% | -2.3% |
| 3M | -5.1% | -1.6% | -3.5% | -5.2% |
| 6M | +21.6% | -25.5% | +47.1% | +24.9% |
| YTD | +31.6% | -11.4% | +43.1% | +29.6% |
| 1Y | +36.1% | +48.6% | -12.4% | +23.8% |
| 3Y | +66.5% | +166.9% | -100.4% | +37.0% |
| 5Y | +76.6% | +152.4% | -75.8% | +44.4% |
| All | +109.0% | +190.6% | -81.5% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling