+1,516.2%
HWM vs PPL
+65.3%
+1,450.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -1.8% | 0.0% | -1.8% | -1.8% |
| 30D | -2.7% | +4.3% | -7.0% | -5.6% |
| 3M | -22.7% | +2.9% | -25.7% | -24.5% |
| 6M | -18.9% | +1.1% | -20.0% | -20.3% |
| YTD | +7.1% | +4.5% | +2.6% | +2.5% |
| 1Y | +4.7% | +0.1% | +4.6% | +3.1% |
| 3Y | +345.6% | +55.7% | +289.9% | +211.5% |
| 5Y | +588.3% | +47.6% | +540.7% | +392.5% |
| 10Y | +1,516.2% | +66.8% | +1,449.3% | +862.1% |
| All | +1,516.2% | +65.3% | +1,450.8% | +862.1% |
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