+361.1%
PEG vs HBM
+613.3%
-252.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +0.7% | -6.4% | +7.0% | +1.2% |
| 30D | -2.4% | +5.9% | -8.3% | -3.0% |
| 3M | -4.8% | -8.9% | +4.1% | -4.6% |
| 6M | -10.7% | +10.7% | -21.4% | -12.3% |
| YTD | -6.7% | +38.3% | -44.9% | -10.2% |
| 1Y | -6.8% | +121.3% | -128.2% | -13.8% |
| 3Y | +34.5% | +450.6% | -416.1% | +13.9% |
| 5Y | +35.8% | +338.0% | -302.2% | +14.3% |
| 10Y | +141.7% | +578.6% | -436.9% | +79.5% |
| All | +361.1% | +613.3% | -252.3% | +213.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling