+37.2%
HBAN vs PPL
+39.3%
-2.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +2.1% | +1.8% | +0.3% | +1.2% |
| 30D | -4.5% | -1.1% | -3.4% | -4.1% |
| 3M | +2.6% | 0.0% | +2.5% | +2.3% |
| 6M | +4.7% | -7.6% | +12.3% | +8.3% |
| YTD | -1.5% | +1.7% | -3.3% | -3.3% |
| 1Y | -1.9% | +1.5% | -3.5% | -3.8% |
| 3Y | +75.2% | +55.3% | +19.9% | +33.1% |
| 5Y | +37.2% | +37.7% | -0.5% | +8.8% |
| All | +37.2% | +39.3% | -2.1% | +8.8% |
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 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