+75.8%
HST vs PPG
-24.6%
+100.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.5% |
| 7D | +0.7% | -5.1% | +5.8% | +3.6% |
| 30D | -0.7% | -9.6% | +8.9% | +4.9% |
| 3M | -4.0% | -6.4% | +2.4% | -1.2% |
| 6M | +20.7% | +0.5% | +20.2% | +18.2% |
| YTD | +31.0% | +4.4% | +26.6% | +24.7% |
| 1Y | +36.2% | -0.9% | +37.1% | +33.2% |
| 3Y | +66.6% | -17.0% | +83.6% | +78.5% |
| 5Y | +75.8% | -23.7% | +99.4% | +85.5% |
| All | +75.8% | -24.6% | +100.4% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling