+21.1%
HST vs PAAS
-21.6%
+42.7%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.2% | -3.5% | -5.5% |
| 7D | -4.2% | -0.4% | -3.7% | -4.2% |
| 30D | +9.6% | -11.6% | +21.2% | +10.5% |
| 3M | -1.1% | -15.6% | +14.5% | -0.1% |
| 6M | +21.1% | -19.1% | +40.2% | +21.9% |
| All | +21.1% | -21.6% | +42.7% | +21.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling