+0.3%
HWM vs PPL
+1.2%
-1.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +3.3% | +0.4% | +2.9% | +3.2% |
| 30D | -7.6% | +5.4% | -13.1% | -8.7% |
| 3M | -28.9% | +4.3% | -33.2% | -29.6% |
| 6M | -19.7% | -1.3% | -18.3% | -19.1% |
| YTD | +0.5% | +4.7% | -4.1% | -2.4% |
| 1Y | +0.3% | +1.3% | -1.0% | -1.6% |
| All | +0.3% | +1.2% | -1.0% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling