+4,361.5%
HAS vs PPG
+3,036.2%
+1,325.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -0.9% | -0.8% |
| 7D | +1.4% | +0.7% | +0.6% | +1.1% |
| 30D | +26.3% | +17.6% | +8.7% | +17.5% |
| 3M | +25.6% | +7.5% | +18.1% | +21.4% |
| 6M | +30.3% | +17.6% | +12.6% | +20.2% |
| YTD | +50.4% | +22.6% | +27.8% | +35.4% |
| 1Y | +57.7% | +28.0% | +29.7% | +39.3% |
| 3Y | +213.4% | +1.8% | +211.6% | +204.7% |
| 5Y | +49.1% | -15.5% | +64.6% | +53.9% |
| 10Y | +98.5% | +54.9% | +43.6% | +54.7% |
| All | +4,361.5% | +3,036.2% | +1,325.4% | +807.2% |
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 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