-1.9%
HD vs PPL
+0.9%
-2.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +3.0% |
| 7D | +3.6% | -1.2% | +4.8% | +4.2% |
| 30D | +21.6% | +4.2% | +17.3% | +19.4% |
| 3M | +0.1% | +1.5% | -1.4% | -0.6% |
| 6M | +13.0% | +1.0% | +11.9% | +12.5% |
| YTD | +4.9% | +4.4% | +0.5% | +3.1% |
| All | -1.9% | +0.9% | -2.8% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling