+509.8%
HWM vs PPL
+47.7%
+462.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.3% |
| 7D | -2.4% | +1.0% | -3.5% | -2.9% |
| 30D | -13.3% | +6.8% | -20.1% | -15.8% |
| 3M | -31.0% | +3.9% | -34.9% | -32.3% |
| 6M | -17.1% | -2.0% | -15.1% | -16.7% |
| YTD | -1.9% | +5.3% | -7.1% | -4.9% |
| 1Y | -2.4% | +2.2% | -4.6% | -4.1% |
| 3Y | +322.2% | +56.7% | +265.5% | +225.4% |
| 5Y | +509.8% | +49.1% | +460.8% | +363.1% |
| All | +509.8% | +47.7% | +462.2% | +363.1% |
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 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