+138.4%
HLT vs PEG
+36.3%
+102.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -1.6% | -0.9% | -0.7% | -1.3% |
| 30D | -5.0% | -3.7% | -1.3% | -3.8% |
| 3M | -10.4% | -7.3% | -3.1% | -8.2% |
| 6M | +3.2% | -10.5% | +13.7% | +6.8% |
| YTD | +6.7% | -7.5% | +14.2% | +9.1% |
| 1Y | +10.3% | -8.7% | +19.0% | +13.1% |
| 3Y | +99.3% | +31.4% | +68.0% | +77.9% |
| All | +138.4% | +36.3% | +102.1% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling