+102.0%
PSA vs HAS
+53.3%
+48.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.3% |
| 7D | -0.4% | -3.1% | +2.7% | +0.2% |
| 30D | -8.2% | -2.7% | -5.5% | -7.7% |
| 3M | -2.1% | +8.9% | -11.1% | -3.9% |
| 6M | -0.2% | -2.9% | +2.7% | -0.1% |
| YTD | +18.5% | +12.6% | +5.9% | +15.2% |
| 1Y | +6.6% | +17.5% | -10.9% | +2.7% |
| 3Y | +24.5% | +46.2% | -21.8% | +13.1% |
| 5Y | +13.6% | +12.6% | +1.0% | +6.4% |
| 10Y | +102.0% | +55.7% | +46.3% | +70.3% |
| All | +102.0% | +53.3% | +48.7% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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