+2,090.1%
PPL vs HST
+1,330.6%
+759.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.5% |
| 3M | +0.7% | -6.4% | +7.0% | +1.6% |
| 6M | -7.6% | +15.0% | -22.6% | -9.9% |
| YTD | +1.8% | +30.5% | -28.7% | -2.8% |
| 1Y | -0.8% | +35.7% | -36.4% | -5.9% |
| 3Y | +56.9% | +68.4% | -11.5% | +42.1% |
| 5Y | +39.5% | +73.1% | -33.6% | +24.2% |
| 10Y | +55.4% | +92.7% | -37.3% | +31.5% |
| All | +2,090.1% | +1,330.6% | +759.5% | +1,338.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling