+383.9%
HLT vs PENG
+710.3%
-326.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.5% | +0.5% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -2.6% | -15.2% | +12.6% | -0.5% |
| 3M | -9.4% | -16.9% | +7.5% | -9.5% |
| 6M | +2.7% | +161.5% | -158.8% | -16.8% |
| YTD | +6.8% | +148.6% | -141.8% | -13.2% |
| 1Y | +12.4% | +89.6% | -77.3% | -5.2% |
| 3Y | +100.2% | +99.8% | +0.4% | +55.3% |
| 5Y | +143.7% | +100.9% | +42.8% | +83.2% |
| All | +383.9% | +710.3% | -326.5% | +217.9% |
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