-19.4%
PSKY vs HBM
+460.9%
-480.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.5% | +9.1% | +3.0% |
| 7D | -6.0% | -3.7% | -2.2% | -5.4% |
| 30D | +10.7% | -3.7% | +14.3% | +11.1% |
| 3M | +1.2% | +8.0% | -6.8% | -1.4% |
| 6M | +1.5% | +15.8% | -14.3% | -3.7% |
| YTD | -21.8% | +34.4% | -56.1% | -29.3% |
| 1Y | -30.2% | +98.2% | -128.3% | -44.1% |
| All | -19.4% | +460.9% | -480.3% | -63.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling