+75.8%
HST vs PSLV
+148.4%
-72.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +1.0% |
| 7D | +0.7% | -4.9% | +5.6% | +1.2% |
| 30D | -0.7% | -1.9% | +1.2% | -0.5% |
| 3M | -4.0% | +4.2% | -8.2% | -4.7% |
| 6M | +20.7% | -27.6% | +48.3% | +24.1% |
| YTD | +31.0% | -11.7% | +42.7% | +28.2% |
| 1Y | +36.2% | +49.3% | -13.1% | +21.5% |
| 3Y | +66.6% | +167.1% | -100.5% | +30.9% |
| 5Y | +75.8% | +151.7% | -75.9% | +32.9% |
| All | +75.8% | +148.4% | -72.6% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling