+5,919.9%
HON vs PPL
+2,158.2%
+3,761.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.5% | +2.2% |
| 7D | +0.8% | +0.4% | +0.4% | +0.6% |
| 30D | +5.7% | +5.4% | +0.3% | +3.3% |
| 3M | -8.3% | +4.3% | -12.6% | -10.1% |
| 6M | -2.4% | -1.3% | -1.1% | -2.1% |
| YTD | +9.0% | +4.7% | +4.3% | +6.3% |
| 1Y | +9.2% | +1.3% | +7.9% | +7.9% |
| 3Y | +26.3% | +57.2% | -30.9% | +2.6% |
| 5Y | +9.1% | +48.2% | -39.1% | -9.6% |
| 10Y | +163.4% | +62.7% | +100.7% | +104.0% |
| All | +5,919.9% | +2,158.2% | +3,761.7% | +1,512.0% |
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