+917.6%
PAAS vs HIG
+1,002.1%
-84.4%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.2% | -2.3% |
| 7D | -2.9% | +0.3% | -3.2% | -2.9% |
| 30D | +6.8% | -3.2% | +10.0% | +7.1% |
| 3M | -2.9% | +9.1% | -12.0% | -3.9% |
| 6M | -16.4% | -1.8% | -14.6% | -16.4% |
| YTD | 0.0% | +1.8% | -1.7% | -0.4% |
| 1Y | +54.3% | +4.6% | +49.8% | +53.1% |
| 3Y | +230.7% | +101.6% | +129.0% | +206.5% |
| 5Y | +111.6% | +124.5% | -12.9% | +93.4% |
| 10Y | +211.7% | +317.8% | -106.1% | +162.2% |
| All | +917.6% | +1,002.1% | -84.4% | +748.5% |
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