+138.4%
HLT vs PAAS
+119.9%
+18.5%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | -1.6% | -1.9% | +0.3% | -1.4% |
| 30D | -5.0% | -3.6% | -1.5% | -4.8% |
| 3M | -10.4% | +8.6% | -19.0% | -11.4% |
| 6M | +3.2% | -16.7% | +19.9% | +4.2% |
| YTD | +6.7% | -1.9% | +8.7% | +5.5% |
| 1Y | +10.3% | +38.0% | -27.7% | +4.6% |
| 3Y | +99.3% | +234.9% | -135.6% | +64.7% |
| All | +138.4% | +119.9% | +18.5% | +108.4% |
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 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