+224.2%
PAAS vs THC
+428.0%
-203.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +2.5% |
| 7D | +8.8% | +7.5% | +1.4% | +7.5% |
| 30D | -8.5% | +9.6% | -18.0% | -9.9% |
| 3M | -17.0% | +10.3% | -27.3% | -18.5% |
| 6M | -27.9% | +51.8% | -79.7% | -33.3% |
| YTD | -17.5% | +45.4% | -62.9% | -23.7% |
| 1Y | +22.8% | +40.8% | -18.0% | +14.0% |
| 3Y | +224.2% | +448.8% | -224.6% | +102.6% |
| All | +224.2% | +428.0% | -203.7% | +102.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling