+342.1%
HWM vs PPG
+2.6%
+339.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +7.3% | +0.7% | +6.6% | +7.0% |
| 30D | +1.6% | +17.6% | -16.0% | -4.6% |
| 3M | -21.9% | +7.5% | -29.3% | -24.0% |
| 6M | -19.0% | +17.6% | -36.7% | -24.4% |
| YTD | +7.9% | +22.6% | -14.6% | -1.5% |
| 1Y | +9.9% | +28.0% | -18.1% | -1.3% |
| 3Y | +342.1% | +1.8% | +340.3% | +305.7% |
| All | +342.1% | +2.6% | +339.5% | +305.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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