+155.4%
HBAN vs PPL
+52.7%
+102.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.1% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -5.5% | -1.3% | -4.3% | -4.9% |
| 3M | -0.2% | -2.6% | +2.3% | +1.0% |
| 6M | +5.2% | -8.4% | +13.6% | +10.0% |
| YTD | -2.3% | +0.2% | -2.5% | -3.4% |
| 1Y | -2.2% | -0.2% | -2.0% | -3.3% |
| 3Y | +73.8% | +52.9% | +20.9% | +30.3% |
| 5Y | +35.2% | +36.8% | -1.6% | +7.2% |
| 10Y | +155.4% | +57.6% | +97.8% | +85.7% |
| All | +155.4% | +52.7% | +102.7% | +85.7% |
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