+48.0%
HL vs PAAS
+971.0%
-923.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.5% | +0.6% | +0.8% |
| 7D | +8.9% | +8.4% | +0.5% | +2.2% |
| 30D | -10.1% | -7.2% | -2.9% | -3.7% |
| 3M | -7.0% | -14.0% | +7.0% | +6.4% |
| 6M | -18.8% | -26.8% | +8.0% | +8.1% |
| YTD | -23.1% | -19.8% | -3.4% | -4.0% |
| 1Y | +8.9% | +22.8% | -14.0% | -4.5% |
| 3Y | +255.0% | +183.6% | +71.4% | +59.4% |
| 5Y | +151.5% | +73.8% | +77.6% | +72.3% |
| 10Y | +138.4% | +185.6% | -47.2% | +18.7% |
| All | +48.0% | +971.0% | -923.1% | -52.3% |
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 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