+188.9%
PAAS vs THC
+1,421.6%
-1,232.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.6% |
| 7D | +8.4% | +3.7% | +4.7% | +8.0% |
| 30D | -7.2% | +9.0% | -16.2% | -8.1% |
| 3M | -14.0% | +10.4% | -24.4% | -15.0% |
| 6M | -26.8% | +45.7% | -72.4% | -30.1% |
| YTD | -19.8% | +42.6% | -62.4% | -23.5% |
| 1Y | +22.8% | +38.8% | -15.9% | +17.4% |
| 3Y | +183.6% | +418.8% | -235.2% | +132.3% |
| 5Y | +73.8% | +275.7% | -201.8% | +43.9% |
| All | +188.9% | +1,421.6% | -1,232.8% | +105.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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