-8.7%
PEG vs HBM
+97.2%
-105.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | -0.9% | -3.3% | +2.4% | -0.8% |
| 30D | -3.7% | -4.8% | +1.1% | -3.7% |
| 3M | -7.3% | -0.4% | -6.8% | -7.3% |
| 6M | -10.5% | +17.9% | -28.4% | -12.1% |
| YTD | -7.5% | +33.7% | -41.2% | -9.9% |
| 1Y | -8.7% | +95.6% | -104.3% | -14.7% |
| All | -8.7% | +97.2% | -105.9% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling