+5.8%
HD vs PPL
+47.9%
-42.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.5% |
| 3M | -1.0% | +4.3% | -5.3% | -2.8% |
| 6M | +7.9% | -1.3% | +9.2% | +8.4% |
| YTD | +2.0% | +4.7% | -2.7% | -0.4% |
| 1Y | -4.3% | +1.3% | -5.6% | -5.2% |
| 3Y | +25.9% | +57.2% | -31.3% | +0.9% |
| All | +5.8% | +47.9% | -42.1% | -9.8% |
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