+119.0%
PAAS vs THC
+250.3%
-131.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.6% | -3.0% | -2.5% |
| 7D | -2.9% | -0.7% | -2.2% | -2.8% |
| 30D | +6.8% | +1.3% | +5.5% | +6.4% |
| 3M | -2.9% | +64.2% | -67.1% | -12.3% |
| 6M | -16.4% | +8.3% | -24.7% | -18.4% |
| YTD | 0.0% | +33.4% | -33.4% | -6.7% |
| 1Y | +54.3% | +37.7% | +16.7% | +42.3% |
| 3Y | +230.7% | +236.8% | -6.1% | +143.5% |
| All | +119.0% | +250.3% | -131.4% | +50.3% |
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