-16.8%
HAL vs PPL
+65.2%
-82.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.9% |
| 7D | -0.2% | -1.0% | +0.7% | +0.3% |
| 30D | +1.0% | +3.0% | -2.0% | -1.0% |
| 3M | -2.1% | +1.1% | -3.2% | -3.2% |
| 6M | -17.5% | -0.8% | -16.7% | -18.0% |
| YTD | +18.1% | +3.5% | +14.7% | +13.3% |
| 1Y | +19.7% | -0.9% | +20.6% | +17.8% |
| 3Y | -7.9% | +54.2% | -62.1% | -35.1% |
| 5Y | +53.1% | +46.3% | +6.8% | +9.9% |
| 10Y | -16.8% | +65.0% | -81.8% | -42.6% |
| All | -16.8% | +65.2% | -82.0% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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