+2.2%
PPL vs HST
+65.5%
-63.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.7% | +6.5% | +1.1% |
| 7D | +1.0% | -4.2% | +5.2% | +1.2% |
| 30D | +6.8% | +9.6% | -2.7% | +6.1% |
| 3M | +3.9% | -1.1% | +5.0% | +3.9% |
| 6M | -2.0% | +21.1% | -23.1% | -3.5% |
| YTD | +5.3% | +47.1% | -41.8% | +0.5% |
| 1Y | +2.2% | +64.0% | -61.8% | -4.7% |
| All | +2.2% | +65.5% | -63.3% | -4.7% |
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