+59.2%
HAL vs PPG
-15.7%
+74.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +6.1% | +0.7% | +5.4% | +5.9% |
| 30D | +2.9% | +17.6% | -14.7% | -2.1% |
| 3M | +3.3% | +7.5% | -4.1% | +0.9% |
| 6M | -16.9% | +17.6% | -34.5% | -22.2% |
| YTD | +21.2% | +22.6% | -1.4% | +10.1% |
| 1Y | +27.5% | +28.0% | -0.5% | +13.7% |
| 3Y | -6.4% | +1.8% | -8.2% | -11.0% |
| All | +59.2% | -15.7% | +74.8% | +65.4% |
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