+741.5%
HWM vs PPL
+39.5%
+701.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.1% | +2.7% | -4.8% | -3.2% |
| 30D | -11.0% | +0.5% | -11.4% | -11.2% |
| 3M | +4.0% | +0.7% | +3.4% | +3.4% |
| 6M | -0.2% | -7.6% | +7.4% | +2.9% |
| YTD | +26.7% | +1.8% | +24.8% | +24.8% |
| 1Y | +44.7% | -0.8% | +45.5% | +44.0% |
| 3Y | +426.1% | +56.9% | +369.2% | +304.1% |
| All | +741.5% | +39.5% | +701.9% | +582.2% |
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