+109.0%
HST vs PPG
+26.9%
+82.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | 0.0% | +0.2% |
| 7D | +0.9% | -6.2% | +7.1% | +4.9% |
| 30D | -2.5% | -7.9% | +5.5% | +2.6% |
| 3M | -5.1% | -10.2% | +5.1% | +0.7% |
| 6M | +21.6% | +2.7% | +19.0% | +17.3% |
| YTD | +31.6% | +4.9% | +26.8% | +24.4% |
| 1Y | +36.1% | -3.2% | +39.3% | +35.0% |
| 3Y | +66.5% | -17.0% | +83.5% | +79.7% |
| 5Y | +76.6% | -23.3% | +99.9% | +95.3% |
| All | +109.0% | +26.9% | +82.2% | +60.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling