+239.7%
PAAS vs HIG
+314.4%
-74.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.1% | +3.6% |
| 7D | +2.6% | -0.5% | +3.1% | +2.7% |
| 30D | +2.5% | -2.8% | +5.3% | +2.9% |
| 3M | +15.1% | +6.3% | +8.7% | +13.6% |
| 6M | -12.1% | -0.1% | -12.0% | -12.3% |
| YTD | +3.1% | +0.4% | +2.6% | +2.5% |
| 1Y | +50.8% | +6.2% | +44.6% | +48.2% |
| 3Y | +259.5% | +101.6% | +157.9% | +210.5% |
| 5Y | +126.3% | +119.8% | +6.5% | +91.0% |
| 10Y | +239.7% | +311.7% | -72.0% | +171.6% |
| All | +239.7% | +314.4% | -74.6% | +171.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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