+105.3%
HAL vs PPL
+39.5%
+65.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.9% | +2.7% | +0.3% | +2.1% |
| 30D | +17.0% | +0.5% | +16.6% | +16.8% |
| 3M | -9.7% | +0.7% | -10.3% | -10.1% |
| 6M | +8.6% | -7.6% | +16.2% | +10.9% |
| YTD | +33.0% | +1.8% | +31.2% | +30.8% |
| 1Y | +68.3% | -0.8% | +69.1% | +66.9% |
| 3Y | +0.1% | +56.9% | -56.8% | -21.2% |
| All | +105.3% | +39.5% | +65.8% | +77.3% |
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