+202.7%
PAAS vs HBM
+599.4%
-396.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.8% | -6.4% | -2.8% |
| 7D | +2.0% | +7.4% | -5.4% | -0.7% |
| 30D | -0.1% | +5.1% | -5.1% | -1.8% |
| 3M | +8.2% | +11.1% | -2.9% | +3.9% |
| 6M | -13.8% | +30.2% | -44.0% | -21.7% |
| YTD | -0.6% | +46.2% | -46.9% | -12.8% |
| 1Y | +44.0% | +120.0% | -76.0% | +10.4% |
| 3Y | +246.6% | +527.4% | -280.8% | +87.0% |
| 5Y | +116.1% | +400.4% | -284.3% | +17.9% |
| 10Y | +202.7% | +621.5% | -418.8% | +19.9% |
| All | +202.7% | +599.4% | -396.7% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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