+41.7%
HL vs PAAS
+923.4%
-881.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | 0.0% |
| 7D | -5.6% | -5.2% | -0.4% | -1.1% |
| 30D | -16.2% | -13.9% | -2.2% | -4.2% |
| 3M | -20.5% | -23.8% | +3.3% | +0.8% |
| 6M | -31.7% | -36.4% | +4.8% | +2.2% |
| YTD | -26.4% | -23.4% | -3.0% | -4.4% |
| 1Y | -4.3% | +5.6% | -10.0% | -4.8% |
| 3Y | +276.9% | +209.7% | +67.2% | +58.5% |
| 5Y | +124.1% | +55.6% | +68.5% | +68.4% |
| 10Y | +144.6% | +212.2% | -67.6% | +14.0% |
| All | +41.7% | +923.4% | -881.7% | -52.4% |
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