-2.6%
HD vs PEG
-7.0%
+4.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +5.2% | +2.6% | +2.6% | +4.1% |
| 30D | +20.7% | +3.3% | +17.4% | +19.1% |
| 3M | +0.8% | +1.1% | -0.3% | +0.1% |
| 6M | +12.2% | -1.4% | +13.7% | +12.6% |
| YTD | +4.2% | -4.6% | +8.8% | +5.0% |
| 1Y | -2.6% | -7.2% | +4.6% | -1.3% |
| All | -2.6% | -7.0% | +4.4% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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