+135.5%
HL vs PPL
+65.3%
+70.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.1% | -7.3% | -7.3% |
| 7D | +8.2% | 0.0% | +8.1% | +8.1% |
| 30D | -16.3% | +4.3% | -20.6% | -18.3% |
| 3M | -18.6% | +2.9% | -21.5% | -20.0% |
| 6M | -23.2% | +1.1% | -24.3% | -24.1% |
| YTD | -25.5% | +4.5% | -29.9% | -28.0% |
| 1Y | -4.8% | +0.1% | -4.9% | -6.0% |
| 3Y | +281.4% | +55.7% | +225.7% | +193.1% |
| 5Y | +137.8% | +47.6% | +90.2% | +88.5% |
| 10Y | +135.5% | +66.8% | +68.6% | +49.2% |
| All | +135.5% | +65.3% | +70.1% | +49.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling