+169.2%
PPL vs HBM
+613.3%
-444.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +2.7% | -6.4% | +9.0% | +3.1% |
| 30D | +0.5% | +5.9% | -5.4% | -0.1% |
| 3M | +0.7% | -8.9% | +9.6% | +0.8% |
| 6M | -7.6% | +10.7% | -18.3% | -9.2% |
| YTD | +1.8% | +38.3% | -36.4% | -2.0% |
| 1Y | -0.8% | +121.3% | -122.1% | -8.2% |
| 3Y | +56.9% | +450.6% | -393.7% | +31.9% |
| 5Y | +39.5% | +338.0% | -298.5% | +16.7% |
| 10Y | +55.4% | +578.6% | -523.2% | +14.2% |
| All | +169.2% | +613.3% | -444.2% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling