+44.4%
HAS vs PPG
-16.1%
+60.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.3% |
| 7D | -4.8% | -3.7% | -1.1% | -3.0% |
| 30D | -5.1% | -7.2% | +2.1% | -1.4% |
| 3M | +6.4% | -7.3% | +13.7% | +10.0% |
| 6M | -5.6% | +0.3% | -5.9% | -7.3% |
| YTD | +11.0% | +6.5% | +4.4% | +4.3% |
| 1Y | +16.8% | +0.5% | +16.3% | +13.6% |
| All | +44.4% | -16.1% | +60.5% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling