+595.7%
HAL vs PPG
+2,762.5%
-2,166.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.5% |
| 7D | +2.9% | -1.5% | +4.4% | +3.8% |
| 30D | +17.0% | -5.0% | +22.0% | +20.1% |
| 3M | -9.7% | +1.1% | -10.8% | -11.8% |
| 6M | +8.6% | -3.2% | +11.8% | +6.6% |
| YTD | +33.0% | +11.9% | +21.1% | +19.4% |
| 1Y | +68.3% | +5.3% | +63.0% | +55.3% |
| 3Y | +0.1% | -15.0% | +15.1% | +2.4% |
| 5Y | +102.6% | -19.6% | +122.2% | +105.7% |
| 10Y | +3.8% | +27.0% | -23.2% | -18.3% |
| All | +595.7% | +2,762.5% | -2,166.8% | +54.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling