+1,331.9%
HST vs PPG
+2,691.0%
-1,359.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +1.7% |
| 7D | +2.0% | 0.0% | +2.0% | +1.9% |
| 30D | -5.2% | -7.8% | +2.5% | -0.2% |
| 3M | -6.2% | -2.2% | -4.0% | -5.8% |
| 6M | +20.4% | +4.1% | +16.3% | +15.0% |
| YTD | +30.6% | +9.1% | +21.6% | +20.4% |
| 1Y | +37.4% | +1.0% | +36.4% | +32.5% |
| 3Y | +66.1% | -13.3% | +79.4% | +74.7% |
| 5Y | +73.7% | -19.2% | +92.9% | +86.2% |
| 10Y | +99.8% | +25.9% | +73.9% | +53.5% |
| All | +1,331.9% | +2,691.0% | -1,359.1% | +111.2% |
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