+119.0%
PAAS vs HRB
+126.2%
-7.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.0% | +1.6% | -2.3% |
| 7D | -2.9% | -5.7% | +2.8% | -2.7% |
| 30D | +6.8% | +7.9% | -1.1% | +6.6% |
| 3M | -2.9% | +32.1% | -35.0% | -3.8% |
| 6M | -16.4% | +62.2% | -78.7% | -18.4% |
| YTD | 0.0% | +16.4% | -16.4% | -0.3% |
| 1Y | +54.3% | -0.3% | +54.6% | +55.6% |
| 3Y | +230.7% | +36.0% | +194.6% | +217.7% |
| All | +119.0% | +126.2% | -7.3% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 5y: compounded portfolio wealth divided by compounded HRB 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…
5y analysis · Full analysis span regression · 6 months rolling