+738.4%
PPG vs HBM
+593.2%
+145.2%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.5% | +5.6% | -0.6% |
| 7D | -5.1% | -3.7% | -1.4% | -4.6% |
| 30D | -9.6% | -3.7% | -5.9% | -9.2% |
| 3M | -6.4% | +8.0% | -14.4% | -8.6% |
| 6M | +0.5% | +15.8% | -15.3% | -3.8% |
| YTD | +4.4% | +34.4% | -29.9% | -3.4% |
| 1Y | -0.9% | +98.2% | -99.1% | -15.4% |
| 3Y | -17.0% | +476.6% | -493.5% | -43.9% |
| 5Y | -23.7% | +331.1% | -354.8% | -48.0% |
| 10Y | +25.9% | +591.6% | -565.7% | -34.2% |
| All | +738.4% | +593.2% | +145.2% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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