+980.6%
HWM vs PENG
+720.8%
+259.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +10.3% | -8.1% | +0.4% |
| 7D | +5.0% | +1.9% | +3.1% | +4.0% |
| 30D | +1.5% | -37.8% | +39.3% | +9.1% |
| 3M | -20.3% | -14.1% | -6.2% | -20.1% |
| 6M | -18.0% | +13.1% | -31.1% | -25.5% |
| YTD | +9.5% | +151.8% | -142.3% | -17.1% |
| 1Y | +7.5% | +136.0% | -128.5% | -17.7% |
| 3Y | +355.7% | +217.9% | +137.7% | +207.9% |
| 5Y | +610.2% | +64.1% | +546.1% | +414.4% |
| All | +980.6% | +720.8% | +259.8% | +516.1% |
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