+54.2%
PPL vs HAS
+56.4%
-2.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +2.7% | -1.8% | +4.5% | +3.0% |
| 30D | +0.5% | +2.3% | -1.8% | 0.0% |
| 3M | +0.7% | +10.4% | -9.7% | -1.6% |
| 6M | -7.6% | -3.2% | -4.4% | -7.5% |
| YTD | +1.8% | +15.4% | -13.6% | -2.1% |
| 1Y | -0.8% | +18.8% | -19.6% | -5.4% |
| 3Y | +56.9% | +43.9% | +12.9% | +40.1% |
| 5Y | +39.5% | +13.9% | +25.6% | +30.0% |
| All | +54.2% | +56.4% | -2.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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