+100.1%
HST vs PENG
+520.3%
-420.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -23.0% | +17.4% | -1.8% |
| 7D | -4.2% | -36.7% | +32.5% | +2.7% |
| 30D | +9.6% | -42.0% | +51.6% | +18.2% |
| 3M | -1.1% | -33.2% | +32.1% | +3.2% |
| 6M | +21.1% | +2.1% | +19.0% | +11.2% |
| YTD | +47.1% | +90.3% | -43.2% | +17.7% |
| 1Y | +64.0% | +67.7% | -3.6% | +34.2% |
| 3Y | +77.1% | +154.2% | -77.1% | +25.8% |
| 5Y | +71.8% | +28.3% | +43.5% | +31.1% |
| All | +100.1% | +520.3% | -420.2% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling