+44.7%
HWM vs PENG
+118.5%
-73.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.0% |
| 7D | -2.1% | +4.5% | -6.7% | -2.5% |
| 30D | -11.0% | -7.1% | -3.9% | -10.6% |
| 3M | +4.0% | -27.3% | +31.3% | +5.2% |
| 6M | -0.2% | +169.6% | -169.8% | -16.9% |
| YTD | +26.7% | +164.6% | -138.0% | +5.0% |
| 1Y | +44.7% | +109.5% | -64.8% | +17.5% |
| All | +44.7% | +118.5% | -73.8% | +17.5% |
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