+27.4%
HBM vs PENG
+136.5%
-109.2%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.9% |
| 7D | +5.1% | +34.6% | -29.6% | -3.5% |
| 30D | -15.8% | -35.9% | +20.1% | -6.5% |
| 3M | -22.4% | -14.7% | -7.7% | -21.5% |
| 6M | -20.2% | +13.5% | -33.8% | -30.1% |
| YTD | +9.0% | +156.1% | -147.1% | -32.8% |
| 1Y | +27.4% | +141.3% | -114.0% | -19.4% |
| All | +27.4% | +136.5% | -109.2% | -19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling