+54.0%
PPL vs HBM
+599.4%
-545.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.8% | -5.8% | -0.5% |
| 7D | +1.8% | +7.4% | -5.6% | +1.3% |
| 30D | -1.1% | +5.1% | -6.1% | -1.5% |
| 3M | 0.0% | +11.1% | -11.1% | -1.1% |
| 6M | -7.6% | +30.2% | -37.8% | -10.3% |
| YTD | +1.7% | +46.2% | -44.5% | -2.5% |
| 1Y | +1.5% | +120.0% | -118.5% | -6.2% |
| 3Y | +55.3% | +527.4% | -472.2% | +28.0% |
| 5Y | +37.7% | +400.4% | -362.7% | +12.9% |
| 10Y | +54.0% | +621.5% | -567.5% | +1.9% |
| All | +54.0% | +599.4% | -545.5% | +1.9% |
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