+148.2%
HST vs PSLV
+115.4%
+32.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | +2.0% | +2.7% | -0.7% | +1.7% |
| 30D | -5.2% | +3.5% | -8.7% | -5.7% |
| 3M | -6.2% | +0.3% | -6.5% | -6.5% |
| 6M | +20.4% | -21.0% | +41.5% | +22.8% |
| YTD | +30.6% | -8.9% | +39.5% | +29.0% |
| 1Y | +37.4% | +54.0% | -16.6% | +26.8% |
| 3Y | +66.1% | +175.4% | -109.3% | +41.8% |
| 5Y | +73.7% | +157.7% | -83.9% | +48.3% |
| 10Y | +99.8% | +184.9% | -85.1% | +64.5% |
| All | +148.2% | +115.4% | +32.8% | +75.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling