+196.2%
PAAS vs HBM
+281.1%
-84.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | -8.9% | +2.2% | -11.2% | -9.7% |
| 30D | -11.4% | -11.8% | +0.4% | -7.2% |
| 3M | -20.4% | -19.2% | -1.2% | -13.9% |
| 6M | -40.7% | -22.9% | -17.8% | -35.0% |
| YTD | -26.9% | +7.8% | -34.7% | -28.2% |
| 1Y | -3.1% | +34.9% | -38.0% | -11.5% |
| 3Y | +199.3% | +422.2% | -223.0% | +74.6% |
| 5Y | +48.3% | +192.8% | -144.5% | -3.1% |
| All | +196.2% | +281.1% | -84.9% | +56.6% |
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