+537.4%
HWM vs PPL
+47.9%
+489.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.6% | +3.1% | +2.8% |
| 7D | +3.4% | +0.4% | +3.0% | +3.2% |
| 30D | -7.5% | +5.4% | -13.0% | -9.8% |
| 3M | -28.9% | +4.3% | -33.1% | -30.3% |
| 6M | -19.6% | -1.3% | -18.3% | -19.5% |
| YTD | +0.6% | +4.7% | -4.1% | -2.2% |
| 1Y | +0.3% | +1.3% | -0.9% | -1.0% |
| 3Y | +326.1% | +57.2% | +268.9% | +227.5% |
| All | +537.4% | +47.9% | +489.5% | +383.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling