+6,059.1%
HD vs PAAS
+1,235.6%
+4,823.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.3% | +1.0% |
| 7D | -2.1% | -2.9% | +0.8% | -1.9% |
| 30D | -8.4% | +6.8% | -15.2% | -8.7% |
| 3M | +4.3% | -2.9% | +7.2% | +4.3% |
| 6M | -11.1% | -16.4% | +5.3% | -10.7% |
| YTD | -4.7% | 0.0% | -4.7% | -5.1% |
| 1Y | -19.8% | +54.3% | -74.1% | -21.7% |
| 3Y | +4.1% | +230.7% | -226.6% | -2.1% |
| 5Y | +10.3% | +111.6% | -101.3% | +4.7% |
| 10Y | +203.2% | +211.7% | -8.5% | +180.4% |
| All | +6,059.1% | +1,235.6% | +4,823.4% | +6,364.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling