+54.0%
HL vs PPG
+2,572.2%
-2,518.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.2% |
| 7D | -5.6% | -5.1% | -0.5% | -3.6% |
| 30D | +12.7% | -9.6% | +22.3% | +17.4% |
| 3M | +42.5% | -6.4% | +49.0% | +46.6% |
| 6M | -9.0% | +0.5% | -9.5% | -9.0% |
| YTD | +4.4% | +4.4% | 0.0% | +2.8% |
| 1Y | +82.7% | -0.9% | +83.6% | +83.0% |
| 3Y | +406.3% | -17.0% | +423.2% | +440.4% |
| 5Y | +238.2% | -23.7% | +261.8% | +267.1% |
| 10Y | +268.9% | +25.9% | +243.0% | +223.2% |
| All | +54.0% | +2,572.2% | -2,518.2% | -3.9% |
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