+1,523.0%
HWM vs PPL
+62.0%
+1,461.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.8% |
| 7D | +3.3% | +0.4% | +2.9% | +3.0% |
| 30D | -7.6% | +5.4% | -13.1% | -11.0% |
| 3M | -28.9% | +4.3% | -33.2% | -31.2% |
| 6M | -19.7% | -1.3% | -18.3% | -19.7% |
| YTD | +0.5% | +4.7% | -4.1% | -3.8% |
| 1Y | +0.3% | +1.3% | -1.0% | -2.0% |
| 3Y | +325.8% | +57.2% | +268.6% | +195.9% |
| 5Y | +524.7% | +48.2% | +476.5% | +346.7% |
| All | +1,523.0% | +62.0% | +1,461.0% | +892.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling