+679.3%
HST vs PAAS
+1,235.6%
-556.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | -1.0% | -2.9% | +1.9% | -0.8% |
| 30D | -12.3% | +6.8% | -19.1% | -13.0% |
| 3M | -6.4% | -2.9% | -3.5% | -6.4% |
| 6M | +15.0% | -16.4% | +31.4% | +16.2% |
| YTD | +30.5% | 0.0% | +30.5% | +29.0% |
| 1Y | +35.7% | +54.3% | -18.7% | +27.9% |
| 3Y | +68.4% | +230.7% | -162.3% | +44.0% |
| 5Y | +73.1% | +111.6% | -38.5% | +52.4% |
| 10Y | +92.7% | +211.7% | -119.0% | +52.9% |
| All | +679.3% | +1,235.6% | -556.3% | +460.4% |
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