+392.8%
HL vs PPG
-17.4%
+410.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -4.4% | -6.2% | +1.9% | -0.5% |
| 30D | +9.3% | -7.9% | +17.2% | +15.0% |
| 3M | +32.0% | -10.2% | +42.2% | +41.0% |
| 6M | -6.4% | +2.7% | -9.1% | -7.7% |
| YTD | +3.1% | +4.9% | -1.7% | +0.7% |
| 1Y | +77.6% | -3.2% | +80.8% | +80.9% |
| 3Y | +392.8% | -17.0% | +409.8% | +466.7% |
| All | +392.8% | -17.4% | +410.2% | +466.7% |
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