+99.2%
PSA vs HBM
+622.7%
-523.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.5% | +7.5% | +0.4% |
| 7D | -3.6% | -3.7% | +0.1% | -3.5% |
| 30D | -9.4% | -3.7% | -5.7% | -9.3% |
| 3M | -8.2% | +8.0% | -16.2% | -8.9% |
| 6M | -1.8% | +15.8% | -17.6% | -3.4% |
| YTD | +15.7% | +34.4% | -18.6% | +12.7% |
| 1Y | +6.3% | +98.2% | -91.9% | +0.9% |
| 3Y | +21.6% | +476.6% | -455.0% | +7.1% |
| 5Y | +13.5% | +331.1% | -317.6% | 0.0% |
| All | +99.2% | +622.7% | -523.5% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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