+176.7%
PPL vs HBM
+443.9%
-267.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | +0.4% | -3.6% | +4.1% | +0.7% |
| 30D | +5.4% | -19.2% | +24.6% | +6.9% |
| 3M | +4.3% | -20.5% | +24.8% | +5.7% |
| 6M | -1.3% | -12.8% | +11.5% | -1.3% |
| YTD | +4.7% | +5.4% | -0.7% | +2.6% |
| 1Y | +1.3% | +33.0% | -31.7% | -2.7% |
| 3Y | +57.2% | +357.3% | -300.1% | +33.7% |
| 5Y | +48.2% | +210.4% | -162.2% | +27.1% |
| 10Y | +62.7% | +387.1% | -324.4% | +22.4% |
| All | +176.7% | +443.9% | -267.2% | +73.0% |
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