+65.0%
PPL vs HBM
+274.8%
-209.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -0.9% |
| 7D | -1.0% | -1.3% | +0.3% | -0.9% |
| 30D | +3.0% | -14.8% | +17.9% | +4.0% |
| 3M | +1.1% | -20.7% | +21.8% | +2.4% |
| 6M | -0.8% | -13.9% | +13.1% | -0.7% |
| YTD | +3.5% | +10.6% | -7.2% | +0.9% |
| 1Y | -0.9% | +32.4% | -33.3% | -4.8% |
| 3Y | +54.2% | +432.0% | -377.8% | +28.1% |
| 5Y | +46.3% | +205.5% | -159.2% | +24.4% |
| 10Y | +65.0% | +291.1% | -226.1% | +19.2% |
| All | +65.0% | +274.8% | -209.8% | +19.2% |
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