+8.5%
HD vs PAAS
+58.4%
-49.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | -1.2% | -5.2% | +4.0% | -0.6% |
| 30D | +20.9% | -13.9% | +34.8% | +22.6% |
| 3M | -0.2% | -23.8% | +23.6% | +2.3% |
| 6M | +14.5% | -36.4% | +50.9% | +19.0% |
| YTD | +4.3% | -23.4% | +27.7% | +5.7% |
| 1Y | -3.5% | +5.6% | -9.1% | -5.5% |
| 3Y | +30.1% | +209.7% | -179.6% | +7.2% |
| 5Y | +8.5% | +55.6% | -47.1% | -5.0% |
| All | +8.5% | +58.4% | -49.9% | -5.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling