+309.2%
HBM vs PENG
+689.3%
-380.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.5% | +4.4% | +0.6% |
| 7D | +2.2% | +13.2% | -11.0% | -1.8% |
| 30D | -11.8% | -29.9% | +18.1% | -3.5% |
| 3M | -19.2% | -22.2% | +3.0% | -15.9% |
| 6M | -22.9% | -1.9% | -21.0% | -28.7% |
| YTD | +7.8% | +142.1% | -134.3% | -26.7% |
| 1Y | +34.9% | +151.5% | -116.6% | -9.5% |
| 3Y | +422.2% | +206.9% | +215.3% | +200.5% |
| 5Y | +192.8% | +58.2% | +134.6% | +88.6% |
| All | +309.2% | +689.3% | -380.1% | +83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling