+3,324.5%
HAS vs PPG
+2,762.5%
+562.0%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -1.2% |
| 7D | -1.8% | -1.5% | -0.3% | -1.2% |
| 30D | +2.3% | -5.0% | +7.2% | +4.5% |
| 3M | +10.4% | +1.1% | +9.2% | +9.3% |
| 6M | -3.2% | -3.2% | -0.1% | -3.0% |
| YTD | +15.4% | +11.9% | +3.5% | +8.4% |
| 1Y | +18.8% | +5.3% | +13.5% | +14.4% |
| 3Y | +43.9% | -15.0% | +58.9% | +51.3% |
| 5Y | +13.9% | -19.6% | +33.5% | +20.3% |
| 10Y | +56.4% | +27.0% | +29.4% | +32.4% |
| All | +3,324.5% | +2,762.5% | +562.0% | +626.1% |
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