+100.8%
HBAN vs PPL
+67.2%
+33.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.2% |
| 7D | +2.3% | -0.4% | +2.6% | +2.5% |
| 30D | +4.8% | +2.6% | +2.1% | +3.1% |
| 3M | -10.1% | +0.8% | -10.9% | -10.7% |
| 6M | +5.0% | +1.4% | +3.6% | +3.6% |
| YTD | -6.1% | +4.3% | -10.4% | -9.6% |
| 1Y | +4.6% | +0.8% | +3.8% | +2.7% |
| 3Y | +74.9% | +57.9% | +17.0% | +27.7% |
| 5Y | +21.4% | +48.3% | -26.9% | -9.2% |
| All | +100.8% | +67.2% | +33.7% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling