+451.6%
HBM vs PENG
+751.0%
-299.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | +5.5% | +7.3% | -1.8% | +3.1% |
| 30D | +3.3% | -7.5% | +10.8% | +5.1% |
| 3M | +12.7% | -17.2% | +29.9% | +14.0% |
| 6M | +28.2% | +176.7% | -148.6% | -13.2% |
| YTD | +45.3% | +161.0% | -115.7% | -0.4% |
| 1Y | +121.7% | +108.8% | +12.9% | +60.8% |
| 3Y | +523.5% | +109.8% | +413.7% | +295.8% |
| 5Y | +393.9% | +111.7% | +282.2% | +196.9% |
| All | +451.6% | +751.0% | -299.4% | +149.3% |
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