+246.2%
HL vs PPL
+55.3%
+190.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | +2.7% | -1.2% | 0.0% |
| 30D | +25.1% | +0.5% | +24.6% | +24.7% |
| 3M | +22.9% | +0.7% | +22.2% | +21.8% |
| 6M | -4.9% | -7.6% | +2.7% | -1.4% |
| YTD | +7.8% | +1.8% | +6.0% | +5.7% |
| 1Y | +133.9% | -0.8% | +134.6% | +132.0% |
| 3Y | +380.9% | +56.9% | +324.0% | +265.3% |
| 5Y | +230.2% | +39.5% | +190.7% | +167.6% |
| All | +246.2% | +55.3% | +190.9% | +145.8% |
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 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