+892.2%
HWM vs PENG
+597.2%
+295.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.4% | -9.9% | +0.2% |
| 7D | +3.3% | -19.4% | +22.8% | +6.7% |
| 30D | -7.6% | -42.4% | +34.8% | +0.7% |
| 3M | -28.9% | -25.6% | -3.3% | -26.9% |
| 6M | -19.7% | +7.3% | -27.0% | -26.6% |
| YTD | +0.5% | +113.9% | -113.3% | -21.5% |
| 1Y | +0.3% | +93.6% | -93.3% | -20.3% |
| 3Y | +325.8% | +170.2% | +155.6% | +196.6% |
| 5Y | +524.7% | +44.2% | +480.6% | +363.1% |
| All | +892.2% | +597.2% | +295.0% | +483.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling