+29.3%
HWM vs PEG
-5.5%
+34.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +0.7% | -11.4% | -10.9% |
| 7D | -9.2% | +1.0% | -10.2% | -9.5% |
| 30D | -17.9% | -1.9% | -16.0% | -17.3% |
| 3M | -6.0% | -3.7% | -2.4% | -5.1% |
| 6M | -7.4% | -9.4% | +2.1% | -4.0% |
| YTD | +13.1% | -6.0% | +19.1% | +15.0% |
| 1Y | +29.3% | -4.4% | +33.7% | +27.6% |
| All | +29.3% | -5.5% | +34.8% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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