+107.2%
HST vs PENG
+689.3%
-582.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.8% |
| 7D | +3.6% | +13.2% | -9.6% | +1.2% |
| 30D | +11.2% | -29.9% | +41.1% | +16.3% |
| 3M | +13.1% | -22.2% | +35.3% | +14.8% |
| 6M | +23.9% | -1.9% | +25.8% | +15.4% |
| YTD | +52.3% | +142.1% | -89.8% | +16.6% |
| 1Y | +56.7% | +151.5% | -94.8% | +18.8% |
| 3Y | +87.5% | +206.9% | -119.4% | +28.9% |
| 5Y | +82.8% | +58.2% | +24.6% | +34.4% |
| All | +107.2% | +689.3% | -582.2% | +28.8% |
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