+634.9%
HLT vs PPG
+45.3%
+589.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | -1.6% | -6.2% | +4.6% | +2.0% |
| 30D | -5.0% | -7.9% | +2.9% | -0.6% |
| 3M | -10.4% | -10.2% | -0.2% | -5.5% |
| 6M | +3.2% | +2.7% | +0.6% | +0.2% |
| YTD | +6.7% | +4.9% | +1.9% | +1.7% |
| 1Y | +10.3% | -3.2% | +13.5% | +9.7% |
| 3Y | +99.3% | -17.0% | +116.3% | +112.8% |
| 5Y | +143.7% | -23.3% | +167.0% | +166.1% |
| 10Y | +584.7% | +26.4% | +558.3% | +417.9% |
| All | +634.9% | +45.3% | +589.6% | +408.5% |
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