-14.0%
HL vs PPL
-1.7%
-12.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.4% |
| 7D | -7.6% | -2.2% | -5.4% | -7.5% |
| 30D | -17.5% | +1.7% | -19.2% | -17.6% |
| 3M | -26.2% | +0.1% | -26.3% | -26.2% |
| 6M | -35.1% | -1.5% | -33.5% | -34.8% |
| YTD | -30.4% | +3.0% | -33.3% | -30.4% |
| 1Y | -14.0% | -1.4% | -12.5% | -8.2% |
| All | -14.0% | -1.7% | -12.3% | -8.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling