+254.2%
HD vs PAAS
+192.1%
+62.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.0% |
| 7D | +4.3% | +8.4% | -4.1% | +3.6% |
| 30D | +20.2% | -7.2% | +27.4% | +20.9% |
| 3M | -1.0% | -14.0% | +13.0% | +0.1% |
| 6M | +7.9% | -26.8% | +34.7% | +10.4% |
| YTD | +2.0% | -19.8% | +21.8% | +2.9% |
| 1Y | -4.3% | +22.8% | -27.1% | -7.5% |
| 3Y | +25.9% | +183.6% | -157.7% | +9.0% |
| 5Y | +5.8% | +73.8% | -68.0% | -5.8% |
| All | +254.2% | +192.1% | +62.1% | +195.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 10y: compounded portfolio wealth divided by compounded PAAS 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…
10y analysis · Full analysis span regression · 6 months rolling