+1,352.0%
HWM vs PAAS
+182.7%
+1,169.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.2% | -3.7% | -5.6% |
| 7D | -2.4% | -0.4% | -2.0% | -2.5% |
| 30D | -13.3% | -11.6% | -1.6% | -11.7% |
| 3M | -31.0% | -15.6% | -15.4% | -29.7% |
| 6M | -17.1% | -19.1% | +2.0% | -15.3% |
| YTD | -1.9% | -20.9% | +19.1% | -0.2% |
| 1Y | -2.4% | +21.3% | -23.7% | -7.1% |
| 3Y | +322.2% | +177.4% | +144.8% | +244.0% |
| 5Y | +509.8% | +71.3% | +438.5% | +421.4% |
| 10Y | +1,453.8% | +181.5% | +1,272.3% | +1,036.0% |
| All | +1,352.0% | +182.7% | +1,169.3% | +961.6% |
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