+1,149.9%
HWM vs PENG
+762.7%
+387.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.4% | -6.9% | -1.7% |
| 7D | -2.1% | +4.5% | -6.7% | -3.0% |
| 30D | -11.0% | -7.1% | -3.9% | -10.1% |
| 3M | +4.0% | -27.3% | +31.3% | +6.7% |
| 6M | -0.2% | +169.6% | -169.8% | -23.2% |
| YTD | +26.7% | +164.6% | -138.0% | -2.7% |
| 1Y | +44.7% | +109.5% | -64.8% | +15.6% |
| 3Y | +426.1% | +98.9% | +327.2% | +289.1% |
| 5Y | +738.5% | +116.3% | +622.3% | +483.3% |
| All | +1,149.9% | +762.7% | +387.3% | +622.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling