+2,146.7%
PPL vs HAS
+4,759.6%
-2,613.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | -0.4% |
| 7D | +1.8% | +2.4% | -0.6% | +1.4% |
| 30D | +8.4% | +31.6% | -23.2% | +4.2% |
| 3M | +2.4% | +33.9% | -31.5% | -1.9% |
| 6M | -4.0% | +31.4% | -35.4% | -7.9% |
| YTD | +4.5% | +51.6% | -47.2% | -2.1% |
| 1Y | +1.7% | +65.2% | -63.4% | -5.9% |
| 3Y | +55.5% | +188.7% | -133.2% | +30.9% |
| 5Y | +47.0% | +55.7% | -8.7% | +33.6% |
| 10Y | +62.4% | +108.8% | -46.4% | +37.6% |
| All | +2,146.7% | +4,759.6% | -2,613.0% | +1,288.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling