+115.0%
PAAS vs XHB
+172.9%
-57.9%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.0% |
| 7D | +8.4% | +1.3% | +7.1% | +8.0% |
| 30D | -7.2% | +7.8% | -15.0% | -9.7% |
| 3M | -14.0% | -5.5% | -8.6% | -12.4% |
| 6M | -26.8% | -2.6% | -24.2% | -26.3% |
| YTD | -19.8% | +0.4% | -20.1% | -20.0% |
| 1Y | +22.8% | -1.0% | +23.8% | +23.0% |
| 3Y | +183.6% | +37.3% | +146.3% | +149.5% |
| 5Y | +73.8% | +33.7% | +40.1% | +51.7% |
| 10Y | +185.6% | +256.9% | -71.3% | +74.5% |
| All | +115.0% | +172.9% | -57.9% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 all: compounded portfolio wealth divided by compounded XHB 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…
all analysis · Full analysis span regression · 6 months rolling