+630.8%
HLT vs PAAS
+498.3%
+132.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -2.4% | +2.0% | -4.4% | -2.6% |
| 30D | -4.1% | -0.1% | -4.0% | -4.2% |
| 3M | -10.6% | +8.2% | -18.8% | -11.3% |
| 6M | +2.0% | -13.8% | +15.8% | +2.6% |
| YTD | +6.1% | -0.6% | +6.8% | +5.3% |
| 1Y | +9.8% | +44.0% | -34.2% | +5.7% |
| 3Y | +99.0% | +246.6% | -147.6% | +76.8% |
| 5Y | +151.5% | +116.1% | +35.4% | +127.9% |
| 10Y | +561.1% | +202.7% | +358.4% | +474.9% |
| All | +630.8% | +498.3% | +132.5% | +531.3% |
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