+39.4%
PPL vs HBM
+349.4%
-309.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.7% | -6.4% | +9.0% | +3.0% |
| 30D | +0.5% | +5.9% | -5.4% | +0.1% |
| 3M | +0.7% | -8.9% | +9.6% | +0.9% |
| 6M | -7.6% | +10.7% | -18.3% | -8.9% |
| YTD | +1.8% | +38.3% | -36.4% | -1.5% |
| 1Y | -0.8% | +121.3% | -122.1% | -7.7% |
| 3Y | +56.9% | +450.6% | -393.7% | +29.8% |
| All | +39.4% | +349.4% | -309.9% | +15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling