-3.4%
HUBB vs PENG
+120.5%
-123.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.1% | +6.6% | -1.2% |
| 7D | +0.2% | -20.5% | +20.7% | +3.1% |
| 30D | -8.8% | -20.4% | +11.5% | -6.9% |
| 3M | -12.5% | -16.4% | +3.9% | -11.6% |
| 6M | -14.5% | +49.2% | -63.8% | -22.1% |
| YTD | -0.4% | +147.2% | -147.6% | -20.3% |
| 1Y | -3.4% | +124.7% | -128.1% | -21.0% |
| All | -3.4% | +120.5% | -123.9% | -21.0% |
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 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