+248.6%
HD vs PAAS
+205.7%
+42.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | +1.5% | -8.9% | +10.4% | +2.4% |
| 30D | +18.0% | -11.4% | +29.4% | +19.3% |
| 3M | +2.8% | -20.4% | +23.2% | +4.8% |
| 6M | +17.0% | -40.7% | +57.7% | +22.2% |
| YTD | +3.5% | -26.9% | +30.5% | +5.4% |
| 1Y | -2.6% | -3.1% | +0.5% | -3.7% |
| 3Y | +30.7% | +199.3% | -168.5% | +12.2% |
| 5Y | +6.2% | +48.3% | -42.1% | -4.2% |
| All | +248.6% | +205.7% | +42.9% | +194.3% |
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