+164.1%
HON vs PPL
+62.1%
+102.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.3% | +4.3% | +4.2% |
| 7D | +2.3% | -1.2% | +3.6% | +2.9% |
| 30D | +10.2% | +4.2% | +6.0% | +7.9% |
| 3M | -6.7% | +1.5% | -8.2% | -7.6% |
| 6M | +3.3% | +1.0% | +2.3% | +2.4% |
| YTD | +13.4% | +4.4% | +9.0% | +10.2% |
| 1Y | +14.7% | +0.8% | +14.0% | +13.3% |
| 3Y | +33.4% | +56.5% | -23.1% | +3.0% |
| 5Y | +12.7% | +47.7% | -34.9% | -11.1% |
| 10Y | +164.1% | +64.4% | +99.7% | +90.6% |
| All | +164.1% | +62.1% | +102.0% | +90.6% |
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