+595.7%
HAL vs PPL
+2,096.5%
-1,500.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | +2.9% | +2.7% | +0.3% | +1.5% |
| 30D | +17.0% | +0.5% | +16.6% | +16.5% |
| 3M | -9.7% | +0.7% | -10.3% | -10.5% |
| 6M | +8.6% | -7.6% | +16.2% | +12.2% |
| YTD | +33.0% | +1.8% | +31.2% | +29.9% |
| 1Y | +68.3% | -0.8% | +69.1% | +66.2% |
| 3Y | +0.1% | +56.9% | -56.8% | -25.1% |
| 5Y | +102.6% | +39.5% | +63.1% | +60.6% |
| 10Y | +3.8% | +55.4% | -51.6% | -22.2% |
| All | +595.7% | +2,096.5% | -1,500.7% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling