+147.5%
HLT vs PPL
+35.6%
+112.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.3% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | -1.2% | -1.3% | 0.0% | -0.8% |
| 3M | -10.3% | -2.6% | -7.8% | -9.7% |
| 6M | +1.3% | -8.4% | +9.7% | +4.0% |
| YTD | +7.0% | +0.2% | +6.8% | +6.0% |
| 1Y | +11.9% | -0.2% | +12.1% | +10.9% |
| 3Y | +100.7% | +52.9% | +47.7% | +63.9% |
| 5Y | +147.5% | +36.8% | +110.7% | +111.4% |
| All | +147.5% | +35.6% | +112.0% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling