+71.8%
HST vs PENG
+31.0%
+40.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -23.0% | +17.4% | -2.2% |
| 7D | -4.2% | -36.7% | +32.5% | +1.9% |
| 30D | +9.6% | -42.0% | +51.6% | +17.2% |
| 3M | -1.1% | -33.2% | +32.1% | +2.7% |
| 6M | +21.1% | +2.1% | +19.0% | +9.9% |
| YTD | +47.1% | +90.3% | -43.2% | +15.4% |
| 1Y | +64.0% | +67.7% | -3.6% | +31.7% |
| 3Y | +77.1% | +154.2% | -77.1% | +20.1% |
| 5Y | +71.8% | +28.3% | +43.5% | +24.1% |
| All | +71.8% | +31.0% | +40.7% | +24.1% |
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 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