+70.8%
PAAS vs THC
+274.4%
-203.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.5% | +1.7% |
| 7D | +8.4% | +3.7% | +4.7% | +7.7% |
| 30D | -7.2% | +9.0% | -16.2% | -8.8% |
| 3M | -14.0% | +10.4% | -24.4% | -15.8% |
| 6M | -26.8% | +45.7% | -72.4% | -32.5% |
| YTD | -19.8% | +42.6% | -62.4% | -26.3% |
| 1Y | +22.8% | +38.8% | -15.9% | +13.3% |
| 3Y | +183.6% | +418.8% | -235.2% | +89.1% |
| All | +70.8% | +274.4% | -203.6% | +16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling