+39.4%
PPL vs HST
+74.0%
-34.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +2.7% | -1.0% | +3.7% | +2.8% |
| 30D | +0.5% | -12.3% | +12.7% | +2.7% |
| 3M | +0.7% | -6.4% | +7.0% | +1.7% |
| 6M | -7.6% | +15.0% | -22.6% | -10.2% |
| YTD | +1.8% | +30.5% | -28.7% | -3.5% |
| 1Y | -0.8% | +35.7% | -36.4% | -6.7% |
| 3Y | +56.9% | +68.4% | -11.5% | +39.2% |
| All | +39.4% | +74.0% | -34.6% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling