+35.7%
HST vs PPG
+5.2%
+30.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.3% |
| 7D | -1.0% | -1.5% | +0.4% | -0.5% |
| 30D | -12.3% | -5.0% | -7.3% | -10.8% |
| 3M | -6.4% | +1.1% | -7.5% | -7.1% |
| 6M | +15.0% | -3.2% | +18.2% | +14.9% |
| YTD | +30.5% | +11.9% | +18.6% | +25.1% |
| 1Y | +35.7% | +5.3% | +30.3% | +26.5% |
| All | +35.7% | +5.2% | +30.5% | +26.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling