-78.3%
PSKY vs HBM
+224.8%
-303.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.5% | -2.3% | -4.5% |
| 7D | -24.6% | -9.6% | -15.0% | -23.3% |
| 30D | -36.1% | -7.8% | -28.3% | -35.3% |
| 3M | -54.8% | +39.1% | -93.9% | -58.7% |
| 6M | -54.8% | +39.1% | -93.9% | -58.7% |
| YTD | -54.8% | +39.1% | -93.9% | -58.7% |
| 1Y | -58.4% | +37.0% | -95.4% | -61.9% |
| 3Y | -40.7% | +403.4% | -444.1% | -63.6% |
| All | -78.3% | +224.8% | -303.1% | -86.8% |
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