+130.0%
HL vs PPL
+67.2%
+62.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.5% |
| 7D | -11.1% | -0.4% | -10.8% | -11.0% |
| 30D | -12.1% | +2.6% | -14.7% | -13.4% |
| 3M | -26.1% | +0.8% | -26.9% | -26.6% |
| 6M | -37.7% | +1.4% | -39.2% | -38.6% |
| YTD | -31.7% | +4.3% | -36.0% | -34.0% |
| 1Y | -11.6% | +0.8% | -12.4% | -13.1% |
| 3Y | +249.6% | +57.9% | +191.7% | +166.7% |
| 5Y | +108.5% | +48.3% | +60.2% | +64.9% |
| All | +130.0% | +67.2% | +62.9% | +44.3% |
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