+38.0%
PEG vs HBM
+336.0%
-298.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.5% | +7.4% | +0.5% |
| 7D | -0.9% | -3.7% | +2.8% | -0.6% |
| 30D | -2.8% | -3.7% | +0.9% | -2.6% |
| 3M | -6.9% | +8.0% | -14.9% | -8.0% |
| 6M | -11.4% | +15.8% | -27.2% | -13.7% |
| YTD | -7.4% | +34.4% | -41.8% | -11.5% |
| 1Y | -8.3% | +98.2% | -106.4% | -16.1% |
| 3Y | +31.5% | +476.6% | -445.0% | +4.6% |
| 5Y | +38.0% | +331.1% | -293.1% | +9.3% |
| All | +38.0% | +336.0% | -298.0% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling