+741.5%
HWM vs PENG
+115.2%
+626.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.5% |
| 7D | -2.1% | +4.5% | -6.7% | -2.8% |
| 30D | -11.0% | -7.1% | -3.9% | -10.2% |
| 3M | +4.0% | -27.3% | +31.3% | +6.4% |
| 6M | -0.2% | +169.6% | -169.8% | -21.6% |
| YTD | +26.7% | +164.6% | -138.0% | -0.7% |
| 1Y | +44.7% | +109.5% | -64.8% | +17.7% |
| 3Y | +426.1% | +98.9% | +327.2% | +298.5% |
| All | +741.5% | +115.2% | +626.2% | +543.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling