+956.8%
HWM vs PENG
+644.0%
+312.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +1.7% |
| 7D | -1.8% | -16.1% | +14.3% | +0.9% |
| 30D | -2.7% | -41.5% | +38.8% | +5.8% |
| 3M | -22.7% | -19.1% | -3.6% | -21.7% |
| 6M | -18.9% | +0.9% | -19.9% | -24.7% |
| YTD | +7.1% | +128.2% | -121.1% | -17.4% |
| 1Y | +4.7% | +98.6% | -93.9% | -17.1% |
| 3Y | +345.6% | +188.2% | +157.4% | +206.8% |
| 5Y | +588.3% | +55.5% | +532.8% | +402.9% |
| All | +956.8% | +644.0% | +312.8% | +513.9% |
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