+57.2%
PPL vs HST
+77.0%
-19.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +0.4% | -2.7% | +3.1% | +0.7% |
| 30D | +5.4% | +10.7% | -5.3% | +4.1% |
| 3M | +4.3% | +6.3% | -2.0% | +3.5% |
| 6M | -1.3% | +19.0% | -20.3% | -3.5% |
| YTD | +4.7% | +47.0% | -42.3% | -0.7% |
| 1Y | +1.3% | +53.4% | -52.2% | -4.6% |
| 3Y | +57.2% | +78.0% | -20.8% | +40.7% |
| All | +57.2% | +77.0% | -19.8% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling