+13.4%
HL vs PPL
+2,158.2%
-2,144.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.2% |
| 7D | +8.9% | +0.4% | +8.5% | +8.8% |
| 30D | -10.1% | +5.4% | -15.5% | -11.9% |
| 3M | -7.0% | +4.3% | -11.3% | -8.6% |
| 6M | -18.8% | -1.3% | -17.4% | -18.7% |
| YTD | -23.1% | +4.7% | -27.8% | -24.9% |
| 1Y | +8.9% | +1.3% | +7.6% | +7.6% |
| 3Y | +255.0% | +57.2% | +197.8% | +198.6% |
| 5Y | +151.5% | +48.2% | +103.2% | +116.8% |
| 10Y | +138.4% | +62.7% | +75.6% | +95.1% |
| All | +13.4% | +2,158.2% | -2,144.8% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling