+2,807.1%
PSA vs HDB
+4,256.0%
-1,448.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.7% | -2.5% | -0.6% |
| 7D | +1.5% | +13.7% | -12.2% | -2.6% |
| 30D | +16.7% | +15.8% | +0.8% | +11.3% |
| 3M | +4.0% | +9.2% | -5.2% | +0.9% |
| 6M | +10.9% | +3.2% | +7.7% | +8.9% |
| YTD | +34.2% | -29.4% | +63.6% | +47.9% |
| 1Y | +26.6% | -27.9% | +54.6% | +38.6% |
| 3Y | +54.7% | -5.9% | +60.6% | +52.2% |
| 5Y | +30.0% | -23.5% | +53.5% | +33.7% |
| 10Y | +132.7% | +61.3% | +71.3% | +70.4% |
| All | +2,807.1% | +4,256.0% | -1,448.9% | +870.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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