+42.5%
HAL vs PPL
+47.7%
-5.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.5% |
| 7D | -11.1% | +1.0% | -12.1% | -11.4% |
| 30D | -2.4% | +6.8% | -9.3% | -4.3% |
| 3M | +0.8% | +3.9% | -3.1% | -0.5% |
| 6M | -22.8% | -2.0% | -20.8% | -22.5% |
| YTD | +14.5% | +5.3% | +9.2% | +11.5% |
| 1Y | +20.2% | +2.2% | +18.0% | +18.2% |
| 3Y | -15.2% | +56.7% | -71.9% | -32.2% |
| 5Y | +42.5% | +49.1% | -6.5% | +13.3% |
| All | +42.5% | +47.7% | -5.1% | +13.3% |
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