+71.6%
HST vs PENG
+42.1%
+29.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.4% | -12.4% | -1.9% |
| 7D | -2.7% | -19.4% | +16.8% | -0.2% |
| 30D | +10.7% | -42.4% | +53.1% | +18.7% |
| 3M | +6.3% | -25.6% | +31.9% | +8.5% |
| 6M | +19.0% | +7.3% | +11.7% | +7.6% |
| YTD | +47.0% | +113.9% | -66.8% | +13.2% |
| 1Y | +53.4% | +93.6% | -40.1% | +20.3% |
| 3Y | +78.0% | +170.2% | -92.2% | +20.1% |
| All | +71.6% | +42.1% | +29.5% | +21.9% |
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 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