+489.5%
HLT vs PENG
+689.3%
-199.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.8% |
| 7D | +0.7% | +13.2% | -12.5% | -1.2% |
| 30D | +13.7% | -29.9% | +43.7% | +17.8% |
| 3M | +16.3% | -22.2% | +38.6% | +17.6% |
| 6M | +19.9% | -1.9% | +21.8% | +12.8% |
| YTD | +30.1% | +142.1% | -112.1% | +3.6% |
| 1Y | +38.5% | +151.5% | -113.0% | +9.5% |
| 3Y | +131.0% | +206.9% | -75.9% | +66.8% |
| 5Y | +163.7% | +58.2% | +105.4% | +101.8% |
| All | +489.5% | +689.3% | -199.8% | +279.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling