+4.4%
HWM vs PENG
+120.5%
-116.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.1% | +4.8% | -3.6% |
| 7D | +9.4% | -20.5% | +29.9% | +11.0% |
| 30D | -7.0% | -20.4% | +13.4% | -6.0% |
| 3M | -25.9% | -16.4% | -9.5% | -25.6% |
| 6M | -10.8% | +49.2% | -60.1% | -19.6% |
| YTD | +4.3% | +147.2% | -142.9% | -14.6% |
| 1Y | +4.4% | +124.7% | -120.3% | -13.8% |
| All | +4.4% | +120.5% | -116.1% | -13.8% |
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