+66.8%
PPL vs HBM
+301.8%
-234.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.7% | +3.7% | +0.3% |
| 7D | 0.0% | +2.4% | -2.4% | -0.2% |
| 30D | +4.3% | -16.0% | +20.3% | +5.4% |
| 3M | +2.9% | -21.3% | +24.3% | +4.3% |
| 6M | +1.1% | -12.2% | +13.3% | +1.1% |
| YTD | +4.5% | +10.7% | -6.2% | +1.9% |
| 1Y | +0.1% | +30.3% | -30.2% | -3.8% |
| 3Y | +55.7% | +432.2% | -376.5% | +29.4% |
| 5Y | +47.6% | +218.8% | -171.2% | +25.1% |
| 10Y | +66.8% | +281.4% | -214.5% | +20.1% |
| All | +66.8% | +301.8% | -234.9% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling