+690.7%
PAAS vs HIG
+997.5%
-306.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -8.0% | -6.0% |
| 7D | +4.2% | +2.1% | +2.0% | +4.0% |
| 30D | -13.8% | +6.7% | -20.5% | -14.4% |
| 3M | -22.7% | -1.9% | -20.8% | -22.7% |
| 6M | -32.1% | +5.3% | -37.4% | -32.6% |
| YTD | -22.3% | +1.3% | -23.6% | -22.7% |
| 1Y | +7.7% | +7.2% | +0.5% | +6.5% |
| 3Y | +214.0% | +96.6% | +117.4% | +191.5% |
| 5Y | +63.2% | +110.0% | -46.8% | +50.0% |
| 10Y | +185.5% | +268.4% | -82.9% | +142.9% |
| All | +690.7% | +997.5% | -306.9% | +559.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling