+575.2%
HLT vs PPL
+57.2%
+518.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.6% | -2.1% | +0.5% | -0.8% |
| 30D | -5.0% | -3.1% | -1.9% | -3.9% |
| 3M | -10.4% | -3.1% | -7.3% | -9.5% |
| 6M | +3.2% | -8.0% | +11.2% | +6.2% |
| YTD | +6.7% | -0.3% | +7.1% | +6.0% |
| 1Y | +10.3% | -2.2% | +12.5% | +10.3% |
| 3Y | +99.3% | +50.4% | +49.0% | +64.3% |
| 5Y | +143.7% | +36.9% | +106.8% | +107.9% |
| All | +575.2% | +57.2% | +518.1% | +438.3% |
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