+47.7%
HAS vs PPG
-15.7%
+63.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.9% |
| 7D | +1.4% | +0.7% | +0.6% | +1.0% |
| 30D | +26.3% | +17.6% | +8.7% | +16.3% |
| 3M | +25.6% | +7.5% | +18.1% | +20.8% |
| 6M | +30.3% | +17.6% | +12.6% | +18.6% |
| YTD | +50.4% | +22.6% | +27.8% | +32.6% |
| 1Y | +57.7% | +28.0% | +29.7% | +35.8% |
| 3Y | +213.4% | +1.8% | +211.6% | +200.1% |
| All | +47.7% | -15.7% | +63.4% | +54.3% |
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