+247.2%
HD vs PAAS
+168.2%
+78.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | -0.1% |
| 7D | +5.2% | +4.2% | +1.0% | +4.8% |
| 30D | +20.7% | -13.8% | +34.5% | +22.3% |
| 3M | +0.8% | -22.7% | +23.5% | +3.0% |
| 6M | +12.2% | -32.1% | +44.3% | +15.7% |
| YTD | +4.2% | -22.3% | +26.5% | +5.4% |
| 1Y | -2.6% | +7.7% | -10.2% | -4.6% |
| 3Y | +30.0% | +214.0% | -184.0% | +11.3% |
| 5Y | +8.1% | +63.2% | -55.1% | -3.3% |
| 10Y | +247.2% | +185.5% | +61.7% | +189.6% |
| All | +247.2% | +168.2% | +78.9% | +189.6% |
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