+0.8%
PPL vs HST
+53.2%
-52.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.4% | +3.6% | -3.9% | -0.5% |
| 30D | +2.6% | +11.2% | -8.6% | +1.9% |
| 3M | +0.8% | +13.1% | -12.3% | 0.0% |
| 6M | +1.4% | +23.9% | -22.5% | 0.0% |
| YTD | +4.3% | +52.3% | -48.0% | -1.1% |
| 1Y | +0.8% | +56.7% | -55.9% | -5.4% |
| All | +0.8% | +53.2% | -52.4% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling