-13.5%
HAL vs PPL
+56.9%
-70.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.3% |
| 7D | -11.1% | +1.0% | -12.1% | -11.1% |
| 30D | -2.4% | +6.8% | -9.3% | -2.5% |
| 3M | +0.8% | +3.9% | -3.1% | +0.8% |
| 6M | -22.8% | -2.0% | -20.8% | -22.5% |
| YTD | +14.5% | +5.3% | +9.2% | +13.8% |
| 1Y | +20.2% | +2.2% | +18.0% | +19.9% |
| All | -13.5% | +56.9% | -70.4% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling