+25.9%
HD vs PPL
+56.0%
-30.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.6% |
| 7D | +4.3% | +0.4% | +3.9% | +4.2% |
| 30D | +20.2% | +5.4% | +14.7% | +17.7% |
| 3M | -1.0% | +4.3% | -5.3% | -2.7% |
| 6M | +7.9% | -1.3% | +9.2% | +8.3% |
| YTD | +2.0% | +4.7% | -2.7% | -0.1% |
| 1Y | -4.3% | +1.3% | -5.6% | -5.1% |
| 3Y | +25.9% | +57.2% | -31.3% | +0.2% |
| All | +25.9% | +56.0% | -30.1% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling