+99.9%
HLT vs PPL
+53.1%
+46.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.1% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -1.2% | -1.3% | 0.0% | -1.0% |
| 3M | -10.3% | -2.6% | -7.8% | -10.0% |
| 6M | +1.3% | -8.4% | +9.7% | +2.9% |
| YTD | +7.0% | +0.2% | +6.8% | +6.2% |
| 1Y | +11.9% | -0.2% | +12.1% | +11.2% |
| All | +99.9% | +53.1% | +46.8% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling