-70.4%
PSKY vs HBM
+327.6%
-398.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.2% |
| 7D | -2.4% | -3.3% | +0.9% | -1.8% |
| 30D | +11.6% | -4.8% | +16.4% | +12.3% |
| 3M | +1.5% | -0.4% | +2.0% | +0.5% |
| 6M | +7.7% | +17.9% | -10.2% | +1.2% |
| YTD | -20.1% | +33.7% | -53.8% | -28.1% |
| 1Y | -38.3% | +95.6% | -133.9% | -50.3% |
| 3Y | -17.7% | +458.1% | -475.9% | -52.2% |
| All | -70.4% | +327.6% | -398.1% | -83.3% |
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