+147.5%
HLT vs PENG
+116.9%
+30.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -1.5% | +7.3% | -8.7% | -2.4% |
| 30D | -1.2% | -7.5% | +6.2% | -0.5% |
| 3M | -10.3% | -17.2% | +6.9% | -10.3% |
| 6M | +1.3% | +176.7% | -175.5% | -19.4% |
| YTD | +7.0% | +161.0% | -154.0% | -14.5% |
| 1Y | +11.9% | +108.8% | -97.0% | -7.8% |
| 3Y | +100.7% | +109.8% | -9.1% | +51.4% |
| 5Y | +147.5% | +111.7% | +35.8% | +99.2% |
| All | +147.5% | +116.9% | +30.6% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling