-11.2%
HSY vs PSKY
-21.8%
+10.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.7% | -0.4% |
| 7D | -3.0% | -6.8% | +3.9% | -2.7% |
| 30D | -5.0% | +10.2% | -15.3% | -5.4% |
| 3M | -1.3% | +0.3% | -1.6% | -1.4% |
| 6M | -21.5% | -7.8% | -13.7% | -21.4% |
| YTD | -3.3% | -23.0% | +19.7% | -2.7% |
| 1Y | -5.5% | -31.6% | +26.2% | -4.8% |
| All | -11.2% | -21.8% | +10.6% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling