+186.4%
PAAS vs HBM
+328.6%
-142.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.0% | -6.1% | -0.5% |
| 7D | +8.8% | +5.0% | +3.8% | +6.8% |
| 30D | -8.5% | -12.7% | +4.3% | -3.8% |
| 3M | -17.0% | -17.4% | +0.4% | -10.9% |
| 6M | -27.9% | -8.9% | -19.0% | -25.6% |
| YTD | -17.5% | +14.9% | -32.4% | -20.9% |
| 1Y | +22.8% | +41.4% | -18.6% | +10.0% |
| 3Y | +224.2% | +462.1% | -237.9% | +84.3% |
| 5Y | +73.6% | +224.0% | -150.4% | +9.7% |
| 10Y | +186.4% | +320.9% | -134.6% | +45.4% |
| All | +186.4% | +328.6% | -142.3% | +45.4% |
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