+205.8%
PAAS vs HBM
+443.9%
-238.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.9% |
| 7D | +8.4% | -3.6% | +12.0% | +9.9% |
| 30D | -7.2% | -19.2% | +12.0% | +0.2% |
| 3M | -14.0% | -20.5% | +6.5% | -6.4% |
| 6M | -26.8% | -12.8% | -13.9% | -23.2% |
| YTD | -19.8% | +5.4% | -25.2% | -20.7% |
| 1Y | +22.8% | +33.0% | -10.1% | +12.4% |
| 3Y | +183.6% | +357.3% | -173.7% | +68.4% |
| 5Y | +73.8% | +210.4% | -136.6% | +9.8% |
| 10Y | +185.6% | +387.1% | -201.6% | +22.9% |
| All | +205.8% | +443.9% | -238.1% | +28.0% |
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