+67.5%
HST vs PENG
+101.4%
-33.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.2% | -0.4% |
| 7D | -1.0% | +4.5% | -5.6% | -1.5% |
| 30D | -12.3% | -7.1% | -5.1% | -11.8% |
| 3M | -6.4% | -27.3% | +20.9% | -4.9% |
| 6M | +15.0% | +169.6% | -154.6% | -5.7% |
| YTD | +30.5% | +164.6% | -134.1% | +6.8% |
| 1Y | +35.7% | +109.5% | -73.8% | +14.3% |
| All | +67.5% | +101.4% | -33.9% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling