+26.6%
PSA vs HBM
+203.5%
-177.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.7% | -0.6% |
| 7D | -2.1% | +5.1% | -7.2% | -2.5% |
| 30D | +15.6% | -15.8% | +31.4% | +17.0% |
| 3M | +4.1% | -22.4% | +26.5% | +5.9% |
| 6M | +9.2% | -20.2% | +29.4% | +10.2% |
| YTD | +32.3% | +9.0% | +23.3% | +28.5% |
| 1Y | +26.2% | +27.4% | -1.2% | +20.5% |
| 3Y | +53.7% | +424.2% | -370.6% | +22.0% |
| 5Y | +26.6% | +196.1% | -169.6% | +7.4% |
| All | +26.6% | +203.5% | -177.0% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling