+103.6%
HAL vs PPG
-24.6%
+128.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.3% |
| 7D | -3.3% | -5.1% | +1.9% | -1.8% |
| 30D | +7.2% | -9.6% | +16.8% | +10.4% |
| 3M | -8.8% | -6.4% | -2.4% | -7.8% |
| 6M | +3.0% | +0.5% | +2.5% | +0.3% |
| YTD | +29.4% | +4.4% | +25.0% | +23.5% |
| 1Y | +62.8% | -0.9% | +63.7% | +58.1% |
| 3Y | -6.4% | -17.0% | +10.5% | -5.2% |
| 5Y | +103.6% | -23.7% | +127.3% | +107.9% |
| All | +103.6% | -24.6% | +128.2% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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