+185.5%
PAAS vs HBM
+301.8%
-116.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.7% | -2.1% | -4.5% |
| 7D | +4.2% | +2.4% | +1.8% | +3.2% |
| 30D | -13.8% | -16.0% | +2.2% | -8.1% |
| 3M | -22.7% | -21.3% | -1.4% | -15.5% |
| 6M | -32.1% | -12.2% | -19.9% | -28.9% |
| YTD | -22.3% | +10.7% | -33.0% | -24.4% |
| 1Y | +7.7% | +30.3% | -22.6% | -0.8% |
| 3Y | +214.0% | +432.2% | -218.2% | +81.5% |
| 5Y | +63.2% | +218.8% | -155.6% | +3.8% |
| 10Y | +185.5% | +281.4% | -95.8% | +44.7% |
| All | +185.5% | +301.8% | -116.3% | +44.7% |
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