+1,352.0%
HWM vs PPL
+59.2%
+1,292.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.8% | -6.7% | -6.4% |
| 7D | -2.4% | +1.0% | -3.5% | -3.1% |
| 30D | -13.3% | +6.8% | -20.1% | -17.1% |
| 3M | -31.0% | +3.9% | -34.9% | -33.0% |
| 6M | -17.1% | -2.0% | -15.1% | -16.8% |
| YTD | -1.9% | +5.3% | -7.1% | -6.4% |
| 1Y | -2.4% | +2.2% | -4.6% | -5.2% |
| 3Y | +322.2% | +56.7% | +265.5% | +194.3% |
| 5Y | +509.8% | +49.1% | +460.8% | +334.7% |
| 10Y | +1,453.8% | +63.6% | +1,390.1% | +851.3% |
| All | +1,352.0% | +59.2% | +1,292.8% | +789.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling