0.0%
PPL vs HBM
+36.9%
-36.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.0% | -9.3% | -0.1% |
| 7D | -1.2% | +5.0% | -6.2% | -1.1% |
| 30D | +4.2% | -12.7% | +17.0% | +4.0% |
| 3M | +1.5% | -17.4% | +19.0% | +1.2% |
| 6M | +1.0% | -8.9% | +9.9% | +0.7% |
| YTD | +4.4% | +14.9% | -10.5% | +2.9% |
| All | 0.0% | +36.9% | -36.9% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling