+982.8%
PAAS vs HAS
+1,627.3%
-644.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | -0.4% | 0.0% | -0.4% | -0.4% |
| 30D | -11.6% | +31.3% | -42.9% | -15.2% |
| 3M | -15.6% | +32.1% | -47.7% | -19.1% |
| 6M | -19.1% | +28.1% | -47.3% | -22.4% |
| YTD | -20.9% | +49.1% | -70.0% | -25.7% |
| 1Y | +21.3% | +60.5% | -39.2% | +12.8% |
| 3Y | +177.4% | +183.9% | -6.5% | +135.9% |
| 5Y | +71.3% | +51.2% | +20.1% | +56.6% |
| 10Y | +181.5% | +105.3% | +76.2% | +137.4% |
| All | +982.8% | +1,627.3% | -644.5% | +806.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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