-35.1%
PSKY vs HRB
+303.9%
-339.0%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.1% |
| 7D | -0.2% | -5.7% | +5.5% | +2.1% |
| 30D | +24.0% | +7.9% | +16.1% | +19.4% |
| 3M | +2.2% | +32.1% | -30.0% | -9.7% |
| 6M | -9.0% | +62.2% | -71.2% | -27.3% |
| YTD | -18.1% | +16.4% | -34.5% | -25.9% |
| 1Y | -25.1% | -0.3% | -24.8% | -28.1% |
| 3Y | -16.3% | +36.0% | -52.4% | -32.4% |
| 5Y | -70.4% | +125.2% | -195.6% | -81.4% |
| 10Y | -74.2% | +237.7% | -311.8% | -88.3% |
| All | -35.1% | +303.9% | -339.0% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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