+54.0%
HST vs PENG
+103.2%
-49.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.3% | +4.9% | +2.7% |
| 7D | +0.6% | -16.1% | +16.7% | +1.1% |
| 30D | +14.5% | -41.5% | +56.0% | +16.2% |
| 3M | +15.4% | -19.1% | +34.5% | +15.6% |
| 6M | +22.0% | +0.9% | +21.1% | +15.1% |
| YTD | +54.9% | +128.2% | -73.4% | +26.7% |
| 1Y | +54.0% | +98.6% | -44.6% | +28.1% |
| All | +54.0% | +103.2% | -49.2% | +28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling