+2,146.7%
PPL vs HST
+1,609.3%
+537.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | +1.8% | +3.3% | -1.5% | +1.3% |
| 30D | +8.4% | +16.4% | -7.9% | +5.8% |
| 3M | +2.4% | +5.5% | -3.1% | +1.4% |
| 6M | -4.0% | +31.1% | -35.1% | -8.2% |
| YTD | +4.5% | +55.9% | -51.5% | -3.1% |
| 1Y | +1.7% | +75.6% | -73.9% | -7.5% |
| 3Y | +55.5% | +87.8% | -32.3% | +38.6% |
| 5Y | +47.0% | +86.6% | -39.6% | +29.3% |
| 10Y | +62.4% | +161.1% | -98.7% | +31.3% |
| All | +2,146.7% | +1,609.3% | +537.4% | +1,333.7% |
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 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