+60.2%
PPL vs HST
+142.8%
-82.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.0% |
| 30D | +5.4% | +10.7% | -5.3% | +2.7% |
| 3M | +4.3% | +6.3% | -2.0% | +2.5% |
| 6M | -1.3% | +19.0% | -20.3% | -6.0% |
| YTD | +4.7% | +47.0% | -42.3% | -5.8% |
| 1Y | +1.3% | +53.4% | -52.2% | -10.0% |
| 3Y | +57.2% | +78.0% | -20.8% | +32.0% |
| 5Y | +48.2% | +71.7% | -23.4% | +22.2% |
| All | +60.2% | +142.8% | -82.6% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 HST 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