+281.4%
PAAS vs HBM
+613.3%
-332.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -2.9% | -6.4% | +3.5% | -0.6% |
| 30D | +6.8% | +5.9% | +0.9% | +4.9% |
| 3M | -2.9% | -8.9% | +6.0% | +0.2% |
| 6M | -16.4% | +10.7% | -27.1% | -19.5% |
| YTD | 0.0% | +38.3% | -38.2% | -10.3% |
| 1Y | +54.3% | +121.3% | -67.0% | +18.1% |
| 3Y | +230.7% | +450.6% | -219.9% | +82.5% |
| 5Y | +111.6% | +338.0% | -226.4% | +17.7% |
| 10Y | +211.7% | +578.6% | -366.9% | +19.0% |
| All | +281.4% | +613.3% | -332.0% | +44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling