+509.8%
HWM vs PENG
+31.0%
+478.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -23.0% | +17.1% | -2.4% |
| 7D | -2.4% | -36.7% | +34.2% | +3.9% |
| 30D | -13.3% | -42.0% | +28.8% | -7.0% |
| 3M | -31.0% | -33.2% | +2.2% | -28.1% |
| 6M | -17.1% | +2.1% | -19.3% | -23.4% |
| YTD | -1.9% | +90.3% | -92.1% | -20.6% |
| 1Y | -2.4% | +67.7% | -70.1% | -19.4% |
| 3Y | +322.2% | +154.2% | +167.9% | +200.6% |
| 5Y | +509.8% | +28.3% | +481.5% | +360.4% |
| All | +509.8% | +31.0% | +478.8% | +360.4% |
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 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