+1,773.8%
HWM vs PPL
+53.9%
+1,719.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.1% | +2.7% | -4.8% | -3.8% |
| 30D | -11.0% | +0.5% | -11.4% | -11.4% |
| 3M | +4.0% | +0.7% | +3.4% | +3.0% |
| 6M | -0.2% | -7.6% | +7.4% | +4.3% |
| YTD | +26.7% | +1.8% | +24.8% | +23.8% |
| 1Y | +44.7% | -0.8% | +45.5% | +43.6% |
| 3Y | +426.1% | +56.9% | +369.2% | +265.6% |
| 5Y | +738.5% | +39.5% | +699.0% | +528.0% |
| All | +1,773.8% | +53.9% | +1,719.9% | +1,076.6% |
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 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