+320.1%
HBM vs PENG
+644.0%
-323.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.4% | -3.0% |
| 7D | +2.4% | -16.1% | +18.5% | +6.9% |
| 30D | -16.0% | -41.5% | +25.5% | -2.8% |
| 3M | -21.3% | -19.1% | -2.2% | -19.0% |
| 6M | -12.2% | +0.9% | -13.2% | -19.5% |
| YTD | +10.7% | +128.2% | -117.5% | -23.2% |
| 1Y | +30.3% | +98.6% | -68.3% | -5.7% |
| 3Y | +432.2% | +188.2% | +244.1% | +213.1% |
| 5Y | +218.8% | +55.5% | +163.3% | +106.8% |
| All | +320.1% | +644.0% | -323.9% | +92.1% |
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