+1,474.6%
HWM vs PAAS
+205.7%
+1,268.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +7.3% | -8.9% | +16.2% | +8.8% |
| 30D | +1.6% | -11.4% | +13.0% | +3.3% |
| 3M | -21.9% | -20.4% | -1.4% | -19.5% |
| 6M | -19.0% | -40.7% | +21.6% | -13.2% |
| YTD | +7.9% | -26.9% | +34.9% | +11.1% |
| 1Y | +9.9% | -3.1% | +13.0% | +8.1% |
| 3Y | +342.1% | +199.3% | +142.9% | +254.4% |
| 5Y | +600.8% | +48.3% | +552.5% | +510.6% |
| All | +1,474.6% | +205.7% | +1,268.9% | +1,039.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling