+5,634.3%
HON vs PPL
+2,096.5%
+3,537.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.6% | +2.7% | -6.3% | -4.7% |
| 30D | -15.3% | +0.5% | -15.7% | -15.5% |
| 3M | -7.9% | +0.7% | -8.6% | -8.2% |
| 6M | -18.1% | -7.6% | -10.5% | -15.5% |
| YTD | +3.8% | +1.8% | +2.0% | +2.6% |
| 1Y | +0.5% | -0.8% | +1.2% | +0.2% |
| 3Y | +19.8% | +56.9% | -37.1% | -2.7% |
| 5Y | +2.9% | +39.5% | -36.6% | -12.5% |
| 10Y | +134.6% | +55.4% | +79.2% | +85.3% |
| All | +5,634.3% | +2,096.5% | +3,537.9% | +1,455.7% |
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