+28.3%
HD vs PPL
+56.9%
-28.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.9% |
| 7D | +6.4% | +1.0% | +5.3% | +5.9% |
| 30D | +22.1% | +6.8% | +15.2% | +18.9% |
| 3M | -0.2% | +3.9% | -4.0% | -1.7% |
| 6M | +12.6% | -2.0% | +14.6% | +13.3% |
| YTD | +3.9% | +5.3% | -1.4% | +1.6% |
| 1Y | -3.7% | +2.2% | -5.9% | -4.9% |
| All | +28.3% | +56.9% | -28.6% | +1.9% |
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