+39.7%
HAL vs PPL
+47.9%
-8.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | -12.0% | +0.4% | -12.4% | -12.1% |
| 30D | +0.3% | +5.4% | -5.2% | -1.2% |
| 3M | -1.6% | +4.3% | -5.9% | -2.9% |
| 6M | -20.5% | -1.3% | -19.2% | -20.4% |
| YTD | +14.2% | +4.7% | +9.5% | +11.4% |
| 1Y | +18.9% | +1.3% | +17.6% | +17.3% |
| 3Y | -13.7% | +57.2% | -71.0% | -31.3% |
| All | +39.7% | +47.9% | -8.1% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling