+1,773.8%
HWM vs PAAS
+257.6%
+1,516.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.1% |
| 7D | -2.1% | -2.9% | +0.8% | -1.7% |
| 30D | -11.0% | +6.8% | -17.8% | -12.2% |
| 3M | +4.0% | -2.9% | +6.9% | +3.8% |
| 6M | -0.2% | -16.4% | +16.2% | +1.5% |
| YTD | +26.7% | 0.0% | +26.6% | +24.6% |
| 1Y | +44.7% | +54.3% | -9.6% | +32.7% |
| 3Y | +426.1% | +230.7% | +195.4% | +317.8% |
| 5Y | +738.5% | +111.6% | +626.9% | +595.7% |
| All | +1,773.8% | +257.6% | +1,516.2% | +1,225.7% |
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 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