+70.8%
PAAS vs HBM
+205.9%
-135.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.7% |
| 7D | +8.4% | -3.6% | +12.0% | +10.4% |
| 30D | -7.2% | -19.2% | +12.0% | +3.1% |
| 3M | -14.0% | -20.5% | +6.5% | -3.6% |
| 6M | -26.8% | -12.8% | -13.9% | -22.3% |
| YTD | -19.8% | +5.4% | -25.2% | -21.5% |
| 1Y | +22.8% | +33.0% | -10.1% | +8.7% |
| 3Y | +183.6% | +357.3% | -173.7% | +45.2% |
| All | +70.8% | +205.9% | -135.1% | -1.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling