+205.5%
HD vs PAAS
+206.7%
-1.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.2% |
| 7D | -2.1% | -2.9% | +0.8% | -1.8% |
| 30D | -8.4% | +6.8% | -15.2% | -9.1% |
| 3M | +4.3% | -2.9% | +7.2% | +4.3% |
| 6M | -11.1% | -16.4% | +5.3% | -10.2% |
| YTD | -4.7% | 0.0% | -4.7% | -5.7% |
| 1Y | -19.8% | +54.3% | -74.1% | -24.2% |
| 3Y | +4.1% | +230.7% | -226.6% | -11.1% |
| 5Y | +10.3% | +111.6% | -101.3% | -3.5% |
| All | +205.5% | +206.7% | -1.1% | +157.2% |
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