+6,613.3%
HD vs PAAS
+955.7%
+5,657.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.5% |
| 7D | +6.4% | -0.4% | +6.8% | +6.4% |
| 30D | +22.1% | -11.6% | +33.7% | +22.6% |
| 3M | -0.2% | -15.6% | +15.4% | +0.4% |
| 6M | +12.6% | -19.1% | +31.7% | +13.3% |
| YTD | +3.9% | -20.9% | +24.8% | +4.4% |
| 1Y | -3.7% | +21.3% | -25.0% | -5.0% |
| 3Y | +27.9% | +177.4% | -149.5% | +21.1% |
| 5Y | +7.8% | +71.3% | -63.5% | +3.2% |
| 10Y | +269.4% | +181.5% | +87.9% | +243.9% |
| All | +6,613.3% | +955.7% | +5,657.6% | +7,011.4% |
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