+64.4%
PPL vs HBM
+328.6%
-264.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.0% | -9.3% | -0.9% |
| 7D | -1.2% | +5.0% | -6.2% | -1.6% |
| 30D | +4.2% | -12.7% | +17.0% | +5.1% |
| 3M | +1.5% | -17.4% | +19.0% | +2.5% |
| 6M | +1.0% | -8.9% | +9.9% | +0.8% |
| YTD | +4.4% | +14.9% | -10.5% | +1.6% |
| 1Y | +0.8% | +41.4% | -40.7% | -3.7% |
| 3Y | +56.5% | +462.1% | -405.6% | +29.6% |
| 5Y | +47.7% | +224.0% | -176.3% | +25.1% |
| 10Y | +64.4% | +320.9% | -256.5% | +18.2% |
| All | +64.4% | +328.6% | -264.2% | +18.2% |
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